+2.3%
QCOM vs CIFR
-69.0%
+71.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -20.0% | +25.3% | +7.7% |
| 7D | -5.3% | -26.7% | +21.4% | -2.4% |
| 30D | -4.2% | -58.0% | +53.8% | +5.3% |
| 3M | +7.0% | -68.1% | +75.2% | +20.8% |
| 6M | +3.8% | -63.7% | +67.5% | +13.8% |
| YTD | +2.8% | -56.0% | +58.8% | +9.4% |
| 1Y | +2.3% | -71.1% | +73.4% | +11.9% |
| All | +2.3% | -69.0% | +71.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling