+50,186.6%
QCOM vs CMS
+1,061.8%
+49,124.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +0.4% | +3.0% | +3.2% |
| 30D | +7.7% | -3.6% | +11.3% | +8.6% |
| 3M | -30.1% | -1.9% | -28.1% | -30.0% |
| 6M | +22.8% | -11.0% | +33.8% | +25.7% |
| YTD | +0.2% | +0.2% | 0.0% | -0.4% |
| 1Y | +7.9% | -1.3% | +9.2% | +7.4% |
| 3Y | +55.8% | +35.9% | +19.9% | +41.6% |
| 5Y | +30.1% | +23.1% | +7.0% | +20.3% |
| 10Y | +248.9% | +117.9% | +131.0% | +177.6% |
| All | +50,186.6% | +1,061.8% | +49,124.8% | +21,633.6% |
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 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