+46.5%
QCOM vs CIFR
-34.2%
+80.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +17.9% | -12.4% | +3.9% |
| 7D | +0.4% | -10.2% | +10.6% | +0.8% |
| 30D | -6.6% | -55.0% | +48.4% | -0.7% |
| 3M | +3.7% | -64.1% | +67.7% | +11.6% |
| 6M | -13.3% | -70.1% | +56.8% | -6.3% |
| YTD | -1.8% | -55.7% | +53.9% | +1.6% |
| 1Y | -2.5% | -69.9% | +67.3% | +3.4% |
| 3Y | +47.0% | +68.7% | -21.7% | +24.5% |
| 5Y | +13.1% | -26.2% | +39.3% | -9.7% |
| All | +46.5% | -34.2% | +80.7% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling