+13.5%
QCOM vs CMG
-8.9%
+22.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.4% |
| 7D | +4.4% | -6.5% | +10.8% | +4.6% |
| 30D | +9.4% | +12.1% | -2.7% | +8.8% |
| 3M | -13.7% | +20.6% | -34.2% | -16.7% |
| 6M | +28.9% | +2.1% | +26.8% | +29.5% |
| YTD | +4.7% | -2.6% | +7.4% | +6.6% |
| 1Y | +13.5% | -8.7% | +22.2% | +16.4% |
| All | +13.5% | -8.9% | +22.4% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling