+1,233.9%
QCOM vs CME
+7,469.3%
-6,235.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.3% | -1.6% | +4.9% | +3.8% |
| 30D | +7.7% | +6.2% | +1.5% | +5.6% |
| 3M | -30.1% | +10.4% | -40.5% | -32.7% |
| 6M | +22.8% | -9.5% | +32.4% | +25.5% |
| YTD | +0.2% | +6.0% | -5.8% | -3.0% |
| 1Y | +7.9% | +9.3% | -1.4% | +3.1% |
| 3Y | +55.8% | +57.7% | -1.8% | +29.0% |
| 5Y | +30.1% | +77.7% | -47.6% | +2.7% |
| 10Y | +248.9% | +281.2% | -32.3% | +107.5% |
| All | +1,233.9% | +7,469.3% | -6,235.4% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling