+0.9%
QCOM vs CMI
-3.8%
+4.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | +4.3% | +0.5% | +3.8% | +3.9% |
| 30D | -0.1% | -14.0% | +13.9% | +9.0% |
| 3M | +5.2% | -28.1% | +33.4% | +27.1% |
| 6M | -18.4% | -35.8% | +17.5% | +5.2% |
| YTD | +2.4% | -10.5% | +12.9% | +9.8% |
| 1Y | +0.9% | -1.9% | +2.8% | +1.3% |
| All | +0.9% | -3.8% | +4.7% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling