+254.0%
QCOM vs CG
+362.4%
-108.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.9% |
| 7D | +3.3% | -4.3% | +7.6% | +5.4% |
| 30D | +7.7% | -5.1% | +12.8% | +9.9% |
| 3M | -30.1% | +8.7% | -38.7% | -33.2% |
| 6M | +22.8% | -9.2% | +32.1% | +26.8% |
| YTD | +0.2% | -18.9% | +19.1% | +8.4% |
| 1Y | +7.9% | -25.6% | +33.5% | +20.9% |
| 3Y | +55.8% | +57.3% | -1.4% | +17.0% |
| 5Y | +30.1% | +10.2% | +19.9% | +11.6% |
| All | +254.0% | +362.4% | -108.4% | +84.6% |
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