+46,613.4%
QCOM vs CNP
+1,256.9%
+45,356.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.6% | -6.9% | -9.0% |
| 7D | -15.5% | -5.3% | -10.2% | -14.7% |
| 30D | -13.4% | +3.7% | -17.1% | -14.0% |
| 3M | 0.0% | -1.1% | +1.1% | +0.2% |
| 6M | -15.2% | -7.1% | -8.1% | -14.4% |
| YTD | -6.9% | +6.0% | -13.0% | -8.3% |
| 1Y | -11.0% | +5.2% | -16.2% | -12.2% |
| 3Y | +39.8% | +57.5% | -17.8% | +27.1% |
| 5Y | +7.2% | +70.0% | -62.8% | -4.0% |
| 10Y | +207.7% | +137.8% | +69.9% | +154.2% |
| All | +46,613.4% | +1,256.9% | +45,356.6% | +25,844.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling