+59.3%
QCOM vs CRBG
+117.3%
-58.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.3% |
| 7D | +7.8% | +0.6% | +7.3% | +7.5% |
| 30D | +12.2% | +2.6% | +9.6% | +10.8% |
| 3M | -9.9% | +24.0% | -33.8% | -18.6% |
| 6M | +36.9% | +50.5% | -13.6% | +12.4% |
| YTD | +8.0% | +17.1% | -9.1% | -0.7% |
| 1Y | +15.0% | +5.9% | +9.1% | +10.2% |
| 3Y | +75.8% | +122.7% | -46.9% | +18.6% |
| All | +59.3% | +117.3% | -58.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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