+250.3%
QCOM vs CMS
+117.1%
+133.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +0.4% | +3.0% | +3.2% |
| 30D | +7.7% | -3.6% | +11.3% | +8.6% |
| 3M | -30.1% | -1.9% | -28.1% | -30.1% |
| 6M | +22.8% | -11.0% | +33.8% | +25.6% |
| YTD | +0.2% | +0.2% | 0.0% | -0.6% |
| 1Y | +7.9% | -1.3% | +9.2% | +7.2% |
| 3Y | +55.8% | +35.9% | +19.9% | +38.5% |
| 5Y | +30.1% | +23.1% | +7.0% | +18.0% |
| All | +250.3% | +117.1% | +133.2% | +183.7% |
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