+48.4%
QCOM vs CNI
+21.4%
+27.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.4% |
| 7D | +4.3% | +2.5% | +1.8% | +2.9% |
| 30D | -0.1% | +6.1% | -6.2% | -3.2% |
| 3M | +5.2% | +0.1% | +5.1% | +5.1% |
| 6M | -18.4% | +14.9% | -33.3% | -25.0% |
| YTD | +2.4% | +30.9% | -28.5% | -14.3% |
| 1Y | +0.9% | +33.9% | -33.0% | -17.0% |
| 3Y | +48.4% | +20.2% | +28.2% | +29.6% |
| All | +48.4% | +21.4% | +27.0% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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