+51.9%
QCOM vs CME
+64.8%
-12.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +2.6% |
| 7D | +2.0% | +2.5% | -0.5% | +2.9% |
| 30D | +1.2% | +13.9% | -12.7% | +6.5% |
| 3M | +9.1% | +22.4% | -13.2% | +17.9% |
| 6M | -25.0% | +12.9% | -37.9% | -20.6% |
| YTD | +4.8% | +19.6% | -14.8% | +13.7% |
| 1Y | +3.6% | +17.7% | -14.1% | +11.9% |
| All | +51.9% | +64.8% | -12.9% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 3y: compounded portfolio wealth divided by compounded CME 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…
3y analysis · Full analysis span regression · 6 months rolling