+2.4%
QCOM vs CMS
-4.6%
+6.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.1% |
| 7D | +13.0% | -1.3% | +14.3% | +12.5% |
| 30D | +0.2% | +5.3% | -5.1% | +2.1% |
| 3M | +9.2% | -0.3% | +9.6% | +9.4% |
| 6M | -15.0% | -4.0% | -11.0% | -15.7% |
| YTD | +5.2% | +2.1% | +3.0% | +7.9% |
| 1Y | +2.4% | -4.7% | +7.1% | +2.6% |
| All | +2.4% | -4.6% | +6.9% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling