+8,176.4%
QCOM vs CSGP
+3,520.0%
+4,656.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.0% | +1.3% | +4.2% |
| 7D | -5.3% | +18.3% | -23.6% | -9.9% |
| 30D | -4.2% | +17.8% | -22.0% | -9.5% |
| 3M | +7.0% | +9.3% | -2.2% | +2.7% |
| 6M | +3.8% | -7.9% | +11.7% | +2.6% |
| YTD | +2.8% | -51.5% | +54.4% | +20.6% |
| 1Y | +2.3% | -53.3% | +55.6% | +21.1% |
| 3Y | +54.4% | -57.9% | +112.3% | +85.4% |
| 5Y | +23.7% | -61.3% | +85.0% | +50.2% |
| 10Y | +240.0% | +77.5% | +162.4% | +173.2% |
| All | +8,176.4% | +3,520.0% | +4,656.4% | +2,608.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling