+13.5%
QCOM vs CRS
+83.0%
-69.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.7% |
| 3M | -13.7% | -12.4% | -1.2% | -10.8% |
| 6M | +28.9% | +15.9% | +13.0% | +28.3% |
| YTD | +4.7% | +45.8% | -41.1% | +2.8% |
| 1Y | +13.5% | +87.8% | -74.3% | +10.0% |
| All | +13.5% | +83.0% | -69.5% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling