+11.2%
QCOM vs CMS
+32.6%
-21.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +5.5% |
| 7D | +0.4% | -1.3% | +1.7% | +0.4% |
| 30D | -6.6% | +6.3% | -12.9% | -6.7% |
| 3M | +3.7% | -2.1% | +5.7% | +3.8% |
| 6M | -13.3% | -5.1% | -8.2% | -13.3% |
| YTD | -1.8% | +1.3% | -3.0% | -2.2% |
| 1Y | -2.5% | -1.4% | -1.1% | -2.7% |
| 3Y | +47.0% | +36.9% | +10.0% | +37.7% |
| All | +11.2% | +32.6% | -21.4% | +5.7% |
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 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