+39.3%
QCOM vs CI
+2.7%
+36.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.3% | -8.2% | -9.5% |
| 7D | -15.5% | +1.0% | -16.5% | -15.5% |
| 30D | -13.4% | +9.9% | -23.3% | -13.5% |
| 3M | 0.0% | +12.1% | -12.0% | -0.1% |
| 6M | -15.2% | +10.6% | -25.8% | -15.5% |
| YTD | -6.9% | +11.4% | -18.3% | -7.3% |
| 1Y | -11.0% | +18.8% | -29.7% | -11.7% |
| All | +39.3% | +2.7% | +36.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling