+11.2%
QCOM vs CI
+49.9%
-38.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +5.9% |
| 7D | +0.4% | -1.6% | +1.9% | +0.6% |
| 30D | -6.6% | +5.4% | -12.0% | -7.4% |
| 3M | +3.7% | +7.3% | -3.6% | +2.6% |
| 6M | -13.3% | +5.3% | -18.6% | -14.4% |
| YTD | -1.8% | +8.5% | -10.3% | -3.7% |
| 1Y | -2.5% | +17.1% | -19.6% | -5.9% |
| 3Y | +47.0% | +1.4% | +45.6% | +42.2% |
| All | +11.2% | +49.9% | -38.7% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling