+216.5%
QCOM vs CG
+290.3%
-73.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +0.4% | -1.2% | +1.6% | +1.1% |
| 30D | -6.6% | +5.0% | -11.6% | -8.7% |
| 3M | +3.7% | -18.2% | +21.9% | +13.3% |
| 6M | -13.3% | -20.7% | +7.4% | -4.7% |
| YTD | -1.8% | -31.4% | +29.6% | +14.8% |
| 1Y | -2.5% | -22.3% | +19.7% | +7.2% |
| 3Y | +47.0% | +50.2% | -3.2% | +12.5% |
| 5Y | +13.1% | -22.1% | +35.2% | +13.2% |
| All | +216.5% | +290.3% | -73.8% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling