+245.8%
QCOM vs CMG
+369.3%
-123.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.3% | +1.1% |
| 7D | +2.0% | +4.1% | -2.1% | +0.6% |
| 30D | +1.2% | +20.5% | -19.3% | -4.9% |
| 3M | +9.1% | +14.5% | -5.4% | +3.5% |
| 6M | -25.0% | +14.8% | -39.8% | -30.6% |
| YTD | +4.8% | -1.0% | +5.8% | +2.0% |
| 1Y | +3.6% | +22.9% | -19.3% | -7.0% |
| 3Y | +51.5% | -13.6% | +65.1% | +50.3% |
| 5Y | +19.7% | +0.9% | +18.8% | +9.5% |
| 10Y | +245.8% | +361.4% | -115.6% | +137.3% |
| All | +245.8% | +369.3% | -123.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling