+46,613.4%
QCOM vs CI
+7,941.3%
+38,672.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.3% | -8.2% | -9.2% |
| 7D | -15.5% | +1.0% | -16.5% | -15.6% |
| 30D | -13.4% | +9.9% | -23.3% | -15.6% |
| 3M | 0.0% | +12.1% | -12.0% | -3.1% |
| 6M | -15.2% | +10.6% | -25.8% | -18.1% |
| YTD | -6.9% | +11.4% | -18.3% | -10.7% |
| 1Y | -11.0% | +18.8% | -29.7% | -16.1% |
| 3Y | +39.8% | +2.9% | +36.9% | +32.7% |
| 5Y | +7.2% | +54.5% | -47.3% | -9.8% |
| 10Y | +207.7% | +175.7% | +31.9% | +114.3% |
| All | +46,613.4% | +7,941.3% | +38,672.1% | +12,582.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling