+7.2%
QCOM vs CI
+54.1%
-46.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.3% | -8.2% | -9.3% |
| 7D | -15.5% | +1.0% | -16.5% | -15.5% |
| 30D | -13.4% | +9.9% | -23.3% | -14.6% |
| 3M | 0.0% | +12.1% | -12.0% | -1.6% |
| 6M | -15.2% | +10.6% | -25.8% | -16.9% |
| YTD | -6.9% | +11.4% | -18.3% | -9.1% |
| 1Y | -11.0% | +18.8% | -29.7% | -14.2% |
| 3Y | +39.8% | +2.9% | +36.9% | +35.4% |
| 5Y | +7.2% | +54.5% | -47.3% | -14.4% |
| All | +7.2% | +54.1% | -46.9% | -14.4% |
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 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