+230.9%
QCOM vs CG
+320.1%
-89.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +0.6% |
| 7D | +5.8% | +3.0% | +2.7% | +4.5% |
| 30D | -2.3% | +10.1% | -12.4% | -6.6% |
| 3M | +2.7% | -10.8% | +13.5% | +7.8% |
| 6M | -21.0% | -15.2% | -5.8% | -15.9% |
| YTD | +1.8% | -26.9% | +28.7% | +15.4% |
| 1Y | +2.4% | -17.0% | +19.5% | +9.2% |
| 3Y | +52.1% | +54.6% | -2.5% | +14.9% |
| 5Y | +14.6% | -16.7% | +31.4% | +11.3% |
| 10Y | +230.9% | +320.1% | -89.3% | +85.6% |
| All | +230.9% | +320.1% | -89.3% | +85.6% |
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