+242.8%
QCOM vs CNP
+143.3%
+99.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | +5.5% | -3.0% | +8.6% | +6.6% |
| 30D | -1.1% | +6.8% | -8.0% | -3.3% |
| 3M | +7.6% | +3.6% | +3.9% | +6.2% |
| 6M | -20.1% | 0.0% | -20.1% | -20.5% |
| YTD | +3.0% | +9.4% | -6.4% | -0.9% |
| 1Y | +3.2% | +6.8% | -3.6% | 0.0% |
| 3Y | +48.9% | +64.2% | -15.3% | +21.6% |
| 5Y | +21.1% | +76.0% | -55.0% | -4.3% |
| 10Y | +242.8% | +143.3% | +99.5% | +110.9% |
| All | +242.8% | +143.3% | +99.5% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling