+50,186.6%
QCOM vs CMI
+19,097.3%
+31,089.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | +3.3% | -0.7% | +4.1% | +3.6% |
| 30D | +7.7% | -13.4% | +21.1% | +13.8% |
| 3M | -30.1% | -17.0% | -13.1% | -24.7% |
| 6M | +22.8% | -1.6% | +24.5% | +23.4% |
| YTD | +0.2% | +11.0% | -10.8% | -4.1% |
| 1Y | +7.9% | +41.9% | -34.1% | -6.4% |
| 3Y | +55.8% | +151.8% | -96.0% | +7.6% |
| 5Y | +30.1% | +163.6% | -133.5% | -11.7% |
| 10Y | +248.9% | +472.9% | -224.0% | +73.8% |
| All | +50,186.6% | +19,097.3% | +31,089.3% | +6,247.3% |
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