+242.8%
QCOM vs CFG
+230.2%
+12.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +5.5% | +0.7% | +4.8% | +5.4% |
| 30D | -1.1% | +2.8% | -3.9% | -2.0% |
| 3M | +7.6% | -10.1% | +17.7% | +12.2% |
| 6M | -20.1% | +3.2% | -23.3% | -21.3% |
| YTD | +3.0% | +14.2% | -11.2% | -2.9% |
| 1Y | +3.2% | +27.4% | -24.2% | -6.8% |
| 3Y | +48.9% | +187.6% | -138.7% | -3.0% |
| 5Y | +21.1% | +65.7% | -44.6% | -5.0% |
| 10Y | +242.8% | +219.7% | +23.1% | +118.6% |
| All | +242.8% | +230.2% | +12.6% | +118.6% |
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