+36.2%
QCOM vs CMG
-3.5%
+39.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | -1.5% | +6.5% | +5.6% |
| 30D | +4.3% | +12.7% | -8.4% | -0.4% |
| 3M | -19.6% | +26.3% | -45.9% | -28.6% |
| 6M | +29.5% | +4.5% | +25.0% | +24.1% |
| YTD | +3.4% | -0.1% | +3.5% | +0.8% |
| 1Y | +10.9% | -6.8% | +17.7% | +10.0% |
| 3Y | +74.8% | -5.0% | +79.8% | +62.0% |
| 5Y | +36.2% | -3.0% | +39.2% | +16.0% |
| All | +36.2% | -3.5% | +39.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling