+250.3%
QCOM vs CSGP
+45.2%
+205.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | +3.3% | -4.1% | +7.4% | +4.8% |
| 30D | +7.7% | +2.3% | +5.4% | +6.2% |
| 3M | -30.1% | -8.2% | -21.9% | -29.3% |
| 6M | +22.8% | -35.1% | +57.9% | +41.6% |
| YTD | +0.2% | -54.0% | +54.2% | +32.0% |
| 1Y | +7.9% | -65.3% | +73.2% | +60.1% |
| 3Y | +55.8% | -62.6% | +118.4% | +116.4% |
| 5Y | +30.1% | -64.8% | +94.9% | +79.6% |
| All | +250.3% | +45.2% | +205.1% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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