+49,194.2%
QCOM vs CMS
+1,074.0%
+48,120.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.0% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | -6.6% | +6.3% | -12.9% | -8.1% |
| 3M | +3.7% | -2.1% | +5.7% | +4.0% |
| 6M | -13.3% | -5.1% | -8.2% | -12.7% |
| YTD | -1.8% | +1.3% | -3.0% | -2.8% |
| 1Y | -2.5% | -1.4% | -1.1% | -3.0% |
| 3Y | +47.0% | +36.9% | +10.0% | +33.3% |
| 5Y | +13.1% | +32.5% | -19.4% | +2.5% |
| 10Y | +224.7% | +126.8% | +97.9% | +155.6% |
| All | +49,194.2% | +1,074.0% | +48,120.2% | +21,116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling