+52,689.9%
QCOM vs CMI
+15,490.7%
+37,199.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +13.0% | +1.5% | +11.5% | +12.3% |
| 30D | +0.2% | -14.0% | +14.1% | +6.2% |
| 3M | +9.2% | -28.3% | +37.6% | +24.2% |
| 6M | -15.0% | -34.9% | +19.9% | +0.4% |
| YTD | +5.2% | -9.9% | +15.0% | +9.1% |
| 1Y | +2.4% | -3.6% | +6.0% | +3.5% |
| 3Y | +52.0% | +120.9% | -69.0% | +10.5% |
| 5Y | +19.7% | +116.1% | -96.4% | -12.0% |
| 10Y | +246.9% | +328.5% | -81.6% | +93.5% |
| All | +52,689.9% | +15,490.7% | +37,199.2% | +7,123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling