+479.5%
QCOM vs CMG
+3,871.1%
-3,391.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +2.7% |
| 7D | +5.8% | +8.6% | -2.8% | +3.5% |
| 30D | -2.3% | +13.1% | -15.4% | -5.7% |
| 3M | +2.7% | +9.0% | -6.3% | -0.4% |
| 6M | -21.0% | +10.0% | -31.0% | -25.0% |
| YTD | +1.8% | -3.4% | +5.2% | +0.1% |
| 1Y | +2.4% | +16.8% | -14.4% | -4.7% |
| 3Y | +52.1% | -14.7% | +66.8% | +52.1% |
| 5Y | +14.6% | -1.5% | +16.2% | +9.0% |
| 10Y | +230.9% | +383.6% | -152.7% | +112.0% |
| All | +479.5% | +3,871.1% | -3,391.6% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling