+245.8%
QCOM vs CMS
+137.8%
+108.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +2.0% | -1.1% | +3.1% | +2.2% |
| 30D | +1.2% | +6.6% | -5.3% | -0.2% |
| 3M | +9.1% | +0.8% | +8.3% | +8.8% |
| 6M | -25.0% | -3.3% | -21.7% | -24.8% |
| YTD | +4.8% | +2.7% | +2.1% | +3.4% |
| 1Y | +3.6% | -4.0% | +7.6% | +3.8% |
| 3Y | +51.5% | +37.6% | +13.9% | +34.6% |
| 5Y | +19.7% | +35.4% | -15.7% | +5.3% |
| 10Y | +245.8% | +136.0% | +109.8% | +185.3% |
| All | +245.8% | +137.8% | +108.1% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling