+251.9%
QCOM vs CRS
+814.8%
-562.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.8% |
| 7D | +13.0% | +7.4% | +5.6% | +10.6% |
| 30D | +0.2% | -21.2% | +21.4% | +6.5% |
| 3M | +9.2% | -43.3% | +52.5% | +27.5% |
| 6M | -15.0% | -29.4% | +14.4% | -7.1% |
| YTD | +5.2% | -4.7% | +9.8% | +3.9% |
| 1Y | +2.4% | -9.6% | +12.0% | +2.5% |
| 3Y | +52.0% | +355.5% | -303.5% | -9.5% |
| 5Y | +19.7% | +826.6% | -806.8% | -44.3% |
| All | +251.9% | +814.8% | -562.9% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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