+52.1%
QCOM vs CMG
-14.6%
+66.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.9% |
| 7D | +5.8% | +8.6% | -2.8% | +4.0% |
| 30D | -2.3% | +13.1% | -15.4% | -4.9% |
| 3M | +2.7% | +9.0% | -6.3% | +0.3% |
| 6M | -21.0% | +10.0% | -31.0% | -24.7% |
| YTD | +1.8% | -3.4% | +5.2% | +1.4% |
| 1Y | +2.4% | +16.8% | -14.4% | -5.0% |
| 3Y | +52.1% | -14.7% | +66.8% | +65.5% |
| All | +52.1% | -14.6% | +66.8% | +65.5% |
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