+30.9%
QCOM vs CIFR
+48.5%
-17.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +3.3% | +16.9% | -13.6% | +1.9% |
| 30D | +7.7% | -5.2% | +12.9% | +7.7% |
| 3M | -30.1% | -30.6% | +0.5% | -28.8% |
| 6M | +22.8% | +10.6% | +12.2% | +19.5% |
| YTD | +0.2% | +20.2% | -20.0% | -3.9% |
| 1Y | +7.9% | +139.7% | -131.9% | -3.9% |
| 3Y | +55.8% | +489.4% | -433.5% | +19.9% |
| All | +30.9% | +48.5% | -17.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling