+47.0%
QCOM vs CFG
+168.6%
-121.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.9% |
| 30D | -6.6% | +1.1% | -7.7% | -6.8% |
| 3M | +3.7% | -12.0% | +15.7% | +9.7% |
| 6M | -13.3% | -2.2% | -11.1% | -13.0% |
| YTD | -1.8% | +11.4% | -13.2% | -7.7% |
| 1Y | -2.5% | +27.8% | -30.4% | -14.1% |
| 3Y | +47.0% | +173.3% | -126.3% | -1.4% |
| All | +47.0% | +168.6% | -121.7% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling