+7.2%
QCOM vs CFG
+61.9%
-54.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.1% | -6.4% | -8.0% |
| 7D | -15.5% | -2.2% | -13.3% | -14.4% |
| 30D | -13.4% | +0.4% | -13.8% | -13.4% |
| 3M | 0.0% | -12.6% | +12.6% | +6.7% |
| 6M | -15.2% | +0.6% | -15.8% | -16.0% |
| YTD | -6.9% | +12.4% | -19.4% | -13.1% |
| 1Y | -11.0% | +27.7% | -38.6% | -21.9% |
| 3Y | +39.8% | +172.4% | -132.6% | -17.7% |
| 5Y | +7.2% | +64.0% | -56.8% | -14.9% |
| All | +7.2% | +61.9% | -54.7% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling