+25.4%
QCOM vs CRDO
+1,246.7%
-1,221.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.2% | +2.6% |
| 7D | +7.8% | -4.5% | +12.3% | +8.7% |
| 30D | +12.2% | -39.2% | +51.4% | +21.9% |
| 3M | -9.9% | -38.5% | +28.6% | -3.3% |
| 6M | +36.9% | +40.6% | -3.7% | +25.1% |
| YTD | +8.0% | +13.2% | -5.2% | +1.0% |
| 1Y | +15.0% | +2.3% | +12.7% | +7.7% |
| 3Y | +75.8% | +942.5% | -866.7% | -10.0% |
| All | +25.4% | +1,246.7% | -1,221.3% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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