+23.7%
QCOM vs CVE
+157.6%
-133.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -7.6% | +13.0% | +7.1% |
| 7D | -5.3% | -12.1% | +6.7% | -2.7% |
| 30D | -4.2% | -9.8% | +5.6% | -2.3% |
| 3M | +7.0% | -0.7% | +7.8% | +6.3% |
| 6M | +3.8% | -4.3% | +8.1% | +3.2% |
| YTD | +2.8% | +70.6% | -67.8% | -14.3% |
| 1Y | +2.3% | +73.2% | -70.9% | -15.4% |
| 3Y | +54.4% | +60.3% | -5.9% | +26.2% |
| 5Y | +23.7% | +159.3% | -135.6% | -11.9% |
| All | +23.7% | +157.6% | -133.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 5y: compounded portfolio wealth divided by compounded CVE 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…
5y analysis · Full analysis span regression · 6 months rolling