+36.2%
QCOM vs CMI
+170.2%
-134.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.1% |
| 7D | +5.1% | +1.9% | +3.2% | +3.9% |
| 30D | +4.3% | -12.5% | +16.8% | +12.7% |
| 3M | -19.6% | -16.2% | -3.4% | -10.9% |
| 6M | +29.5% | +4.9% | +24.6% | +25.4% |
| YTD | +3.4% | +11.1% | -7.8% | -3.8% |
| 1Y | +10.9% | +43.4% | -32.5% | -12.2% |
| 3Y | +74.8% | +154.1% | -79.3% | -6.6% |
| 5Y | +36.2% | +169.5% | -133.3% | -34.1% |
| All | +36.2% | +170.2% | -134.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling