+54.3%
QCOM vs CMS
+36.5%
+17.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +0.4% | +3.0% | +3.4% |
| 30D | +7.7% | -3.6% | +11.3% | +6.7% |
| 3M | -30.1% | -1.9% | -28.1% | -30.4% |
| 6M | +22.8% | -11.0% | +33.8% | +19.8% |
| YTD | +0.2% | +0.2% | 0.0% | +0.5% |
| 1Y | +7.9% | -1.3% | +9.2% | +8.0% |
| All | +54.3% | +36.5% | +17.8% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling