+54.3%
QCOM vs CI
+7.7%
+46.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +3.3% | +1.3% | +2.0% | +3.3% |
| 30D | +7.7% | +4.4% | +3.3% | +7.6% |
| 3M | -30.1% | +0.7% | -30.7% | -30.1% |
| 6M | +22.8% | +0.3% | +22.5% | +22.7% |
| YTD | +0.2% | +3.8% | -3.6% | -0.1% |
| 1Y | +7.9% | -5.5% | +13.3% | +8.2% |
| All | +54.3% | +7.7% | +46.6% | +54.7% |
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