+21.1%
QCOM vs CRCL
+39.4%
-18.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +8.9% | +3.5% |
| 7D | +5.1% | +7.5% | -2.4% | +4.5% |
| 30D | +4.3% | +44.3% | -40.0% | +1.6% |
| 3M | -19.6% | +16.5% | -36.2% | -20.9% |
| 6M | +29.5% | -5.6% | +35.1% | +28.2% |
| YTD | +3.4% | +21.3% | -17.9% | +0.5% |
| 1Y | +10.9% | -14.5% | +25.4% | +9.2% |
| All | +21.1% | +39.4% | -18.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 3y: compounded portfolio wealth divided by compounded CRCL 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…
3y analysis · Full analysis span regression · 6 months rolling