+14.1%
QCOM vs CIFR
-22.5%
+36.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.4% | -2.3% |
| 7D | +4.3% | +4.8% | -0.5% | +3.8% |
| 30D | -0.1% | -31.0% | +30.9% | +2.6% |
| 3M | +5.2% | -58.7% | +64.0% | +12.2% |
| 6M | -18.4% | -67.7% | +49.4% | -12.1% |
| YTD | +2.4% | -53.5% | +55.9% | +5.6% |
| 1Y | +0.9% | -54.1% | +54.9% | +3.6% |
| 3Y | +48.4% | +138.2% | -89.8% | +22.0% |
| All | +14.1% | -22.5% | +36.6% | -11.5% |
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