+216.5%
QCOM vs CI
+166.5%
+50.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.2% |
| 7D | +0.4% | -1.6% | +1.9% | +0.8% |
| 30D | -6.6% | +5.4% | -12.0% | -8.0% |
| 3M | +3.7% | +7.3% | -3.6% | +1.5% |
| 6M | -13.3% | +5.3% | -18.6% | -15.3% |
| YTD | -1.8% | +8.5% | -10.3% | -5.3% |
| 1Y | -2.5% | +17.1% | -19.6% | -8.2% |
| 3Y | +47.0% | +1.4% | +45.6% | +39.0% |
| 5Y | +13.1% | +50.5% | -37.4% | -8.4% |
| All | +216.5% | +166.5% | +50.0% | +128.4% |
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