+30.9%
QCOM vs CFG
+101.4%
-70.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.3% | +1.5% | +1.8% | +2.6% |
| 30D | +7.7% | -3.8% | +11.5% | +9.5% |
| 3M | -30.1% | +11.5% | -41.5% | -33.9% |
| 6M | +22.8% | +19.2% | +3.7% | +12.2% |
| YTD | +0.2% | +23.7% | -23.5% | -10.4% |
| 1Y | +7.9% | +38.8% | -31.0% | -8.9% |
| 3Y | +55.8% | +178.9% | -123.1% | -7.5% |
| All | +30.9% | +101.4% | -70.5% | -3.8% |
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