+281.8%
QCOM vs CRS
+1,345.8%
-1,064.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | +9.4% | -18.1% | +27.5% | +15.5% |
| 3M | -13.7% | -12.4% | -1.2% | -10.4% |
| 6M | +28.9% | +15.9% | +13.0% | +22.6% |
| YTD | +4.7% | +45.8% | -41.1% | -7.4% |
| 1Y | +13.5% | +87.8% | -74.3% | -7.9% |
| 3Y | +77.1% | +648.7% | -571.6% | -6.1% |
| 5Y | +38.9% | +1,416.6% | -1,377.7% | -41.7% |
| 10Y | +281.8% | +1,412.7% | -1,130.9% | +51.0% |
| All | +281.8% | +1,345.8% | -1,064.0% | +51.0% |
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