+242.6%
QCOM vs CNP
+146.5%
+96.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | +4.3% | +1.3% | +3.0% | +3.8% |
| 30D | -0.1% | +3.8% | -3.9% | -1.4% |
| 3M | +5.2% | +2.4% | +2.9% | +4.3% |
| 6M | -18.4% | -1.2% | -17.2% | -18.5% |
| YTD | +2.4% | +9.3% | -6.9% | -1.5% |
| 1Y | +0.9% | +6.4% | -5.5% | -2.2% |
| 3Y | +48.4% | +66.4% | -18.0% | +20.5% |
| 5Y | +16.6% | +75.7% | -59.1% | -7.8% |
| All | +242.6% | +146.5% | +96.2% | +104.5% |
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