+0.9%
QCOM vs CNP
+6.8%
-5.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.5% |
| 7D | +4.3% | +1.3% | +3.0% | +4.5% |
| 30D | -0.1% | +3.8% | -3.9% | +0.5% |
| 3M | +5.2% | +2.4% | +2.9% | +5.3% |
| 6M | -18.4% | -1.2% | -17.2% | -19.2% |
| YTD | +2.4% | +9.3% | -6.9% | +6.0% |
| 1Y | +0.9% | +6.4% | -5.5% | +2.5% |
| All | +0.9% | +6.8% | -5.9% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling