+19.7%
QCOM vs CME
+75.9%
-56.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.8% |
| 7D | +2.0% | +2.5% | -0.5% | +2.0% |
| 30D | +1.2% | +13.9% | -12.7% | +1.4% |
| 3M | +9.1% | +22.4% | -13.2% | +9.1% |
| 6M | -25.0% | +12.9% | -37.9% | -24.6% |
| YTD | +4.8% | +19.6% | -14.8% | +4.5% |
| 1Y | +3.6% | +17.7% | -14.1% | +3.4% |
| 3Y | +51.5% | +65.3% | -13.8% | +38.0% |
| 5Y | +19.7% | +75.1% | -55.4% | +4.4% |
| All | +19.7% | +75.9% | -56.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling