+251.9%
QCOM vs CFG
+214.3%
+37.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +13.0% | +1.6% | +11.4% | +12.3% |
| 30D | +0.2% | +3.3% | -3.1% | -0.9% |
| 3M | +9.2% | -11.5% | +20.8% | +14.6% |
| 6M | -15.0% | +6.2% | -21.2% | -17.2% |
| YTD | +5.2% | +14.3% | -9.1% | -0.9% |
| 1Y | +2.4% | +26.7% | -24.4% | -7.4% |
| 3Y | +52.0% | +187.8% | -135.8% | -1.1% |
| 5Y | +19.7% | +61.3% | -41.6% | -5.2% |
| All | +251.9% | +214.3% | +37.7% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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