+230.9%
QCOM vs CI
+158.0%
+72.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -2.3% | +4.7% | -7.0% | -3.6% |
| 3M | +2.7% | +5.2% | -2.5% | +1.1% |
| 6M | -21.0% | +3.8% | -24.8% | -22.6% |
| YTD | +1.8% | +9.2% | -7.4% | -2.0% |
| 1Y | +2.4% | +14.3% | -11.8% | -2.8% |
| 3Y | +52.1% | +8.4% | +43.7% | +40.6% |
| 5Y | +14.6% | +50.0% | -35.4% | -7.2% |
| 10Y | +230.9% | +142.2% | +88.7% | +133.2% |
| All | +230.9% | +158.0% | +72.8% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling