+288.7%
QCOM vs CG
+351.2%
-62.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +3.3% | -4.3% | +7.6% | +5.2% |
| 30D | +7.7% | -5.1% | +12.8% | +9.7% |
| 3M | -30.1% | +8.7% | -38.7% | -32.8% |
| 6M | +22.8% | -9.2% | +32.1% | +26.4% |
| YTD | +0.2% | -18.9% | +19.1% | +7.6% |
| 1Y | +7.9% | -25.6% | +33.5% | +19.5% |
| 3Y | +55.8% | +57.3% | -1.4% | +22.4% |
| 5Y | +30.1% | +10.2% | +19.9% | +14.7% |
| 10Y | +248.9% | +364.2% | -115.3% | +90.8% |
| All | +288.7% | +351.2% | -62.5% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling