+0.9%
QCOM vs CFG
+28.3%
-27.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -2.9% |
| 7D | +4.3% | +3.2% | +1.1% | +2.9% |
| 30D | -0.1% | +5.1% | -5.2% | -1.5% |
| 3M | +5.2% | -11.2% | +16.5% | +9.1% |
| 6M | -18.4% | +9.6% | -27.9% | -21.8% |
| YTD | +2.4% | +15.0% | -12.6% | -7.2% |
| 1Y | +0.9% | +29.9% | -29.0% | -17.0% |
| All | +0.9% | +28.3% | -27.4% | -17.0% |
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