+242.6%
QCOM vs CI
+146.2%
+96.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | +4.3% | +1.2% | +3.1% | +3.9% |
| 30D | -0.1% | +2.6% | -2.6% | -0.9% |
| 3M | +5.2% | +7.4% | -2.2% | +3.0% |
| 6M | -18.4% | -0.1% | -18.2% | -19.0% |
| YTD | +2.4% | +9.7% | -7.3% | -1.6% |
| 1Y | +0.9% | +12.1% | -11.2% | -3.7% |
| 3Y | +48.4% | +7.0% | +41.4% | +37.8% |
| 5Y | +16.6% | +49.7% | -33.1% | -5.5% |
| All | +242.6% | +146.2% | +96.5% | +140.1% |
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