+47.0%
QCOM vs CME
+66.3%
-19.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.4% |
| 7D | +0.4% | +0.9% | -0.5% | +0.7% |
| 30D | -6.6% | +13.2% | -19.8% | -2.1% |
| 3M | +3.7% | +16.3% | -12.6% | +9.9% |
| 6M | -13.3% | +7.1% | -20.5% | -10.0% |
| YTD | -1.8% | +15.8% | -17.6% | +5.3% |
| 1Y | -2.5% | +17.1% | -19.6% | +5.1% |
| 3Y | +47.0% | +63.2% | -16.2% | +83.3% |
| All | +47.0% | +66.3% | -19.4% | +83.3% |
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