-2.5%
QCOM vs CFG
+27.1%
-29.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | -6.6% | +1.1% | -7.7% | -6.5% |
| 3M | +3.7% | -12.0% | +15.7% | +8.1% |
| 6M | -13.3% | -2.2% | -11.1% | -13.2% |
| YTD | -1.8% | +11.4% | -13.2% | -9.4% |
| 1Y | -2.5% | +27.8% | -30.4% | -18.0% |
| All | -2.5% | +27.1% | -29.6% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling