+50,186.6%
QCOM vs CRS
+9,602.6%
+40,584.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +7.7% | -16.6% | +24.3% | +13.0% |
| 3M | -30.1% | -3.5% | -26.6% | -29.5% |
| 6M | +22.8% | +15.4% | +7.4% | +17.3% |
| YTD | +0.2% | +51.2% | -51.0% | -11.8% |
| 1Y | +7.9% | +98.3% | -90.4% | -12.8% |
| 3Y | +55.8% | +651.5% | -595.7% | -14.4% |
| 5Y | +30.1% | +1,411.1% | -1,381.0% | -42.8% |
| 10Y | +248.9% | +1,424.3% | -1,175.5% | +34.8% |
| All | +50,186.6% | +9,602.6% | +40,584.0% | +12,078.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling