+17.4%
QCOM vs CRCL
+47.9%
-30.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +3.3% | +17.1% | -13.8% | +2.2% |
| 30D | +7.7% | +61.3% | -53.6% | +4.3% |
| 3M | -30.1% | +12.7% | -42.8% | -31.1% |
| 6M | +22.8% | -3.1% | +25.9% | +21.4% |
| YTD | +0.2% | +28.7% | -28.5% | -2.9% |
| 1Y | +7.9% | -13.1% | +21.0% | +5.7% |
| All | +17.4% | +47.9% | -30.5% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling