+51,614.1%
QCOM vs CMI
+15,448.9%
+36,165.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.2% |
| 7D | +5.5% | -9.3% | +14.8% | +9.5% |
| 30D | -1.1% | -13.2% | +12.1% | +4.5% |
| 3M | +7.6% | -28.2% | +35.8% | +22.2% |
| 6M | -20.1% | -32.7% | +12.6% | -6.8% |
| YTD | +3.0% | -10.1% | +13.1% | +7.0% |
| 1Y | +3.2% | -4.9% | +8.1% | +4.9% |
| 3Y | +48.9% | +120.4% | -71.5% | +8.4% |
| 5Y | +21.1% | +114.3% | -93.2% | -10.7% |
| 10Y | +242.8% | +324.8% | -82.0% | +91.8% |
| All | +51,614.1% | +15,448.9% | +36,165.2% | +6,984.3% |
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 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