+74.8%
QCOM vs CMG
-6.2%
+81.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | -1.5% | +6.5% | +5.4% |
| 30D | +4.3% | +12.7% | -8.4% | +1.2% |
| 3M | -19.6% | +26.3% | -45.9% | -26.3% |
| 6M | +29.5% | +4.5% | +25.0% | +26.4% |
| YTD | +3.4% | -0.1% | +3.5% | +2.4% |
| 1Y | +10.9% | -6.8% | +17.7% | +11.5% |
| 3Y | +74.8% | -5.0% | +79.8% | +72.1% |
| All | +74.8% | -6.2% | +81.0% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling