+250.8%
QCOM vs CMI
+330.6%
-79.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.7% |
| 7D | +2.0% | -1.8% | +3.8% | +3.1% |
| 30D | +1.2% | -12.2% | +13.5% | +8.7% |
| 3M | +9.1% | -26.5% | +35.7% | +28.8% |
| 6M | -25.0% | -33.6% | +8.6% | -6.5% |
| YTD | +4.8% | -8.3% | +13.2% | +8.9% |
| 1Y | +3.6% | -1.3% | +4.9% | +3.3% |
| 3Y | +51.5% | +124.8% | -73.3% | -6.0% |
| 5Y | +19.7% | +119.9% | -100.1% | -25.3% |
| All | +250.8% | +330.6% | -79.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling