+30.9%
QCOM vs CMS
+23.4%
+7.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +0.4% | +3.0% | +3.3% |
| 30D | +7.7% | -3.6% | +11.3% | +7.8% |
| 3M | -30.1% | -1.9% | -28.1% | -30.2% |
| 6M | +22.8% | -11.0% | +33.8% | +23.3% |
| YTD | +0.2% | +0.2% | 0.0% | -0.2% |
| 1Y | +7.9% | -1.3% | +9.2% | +7.5% |
| 3Y | +55.8% | +35.9% | +19.9% | +45.5% |
| All | +30.9% | +23.4% | +7.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling