+50,186.6%
QCOM vs CNP
+1,246.7%
+48,939.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +3.3% | +1.1% | +2.2% | +3.1% |
| 30D | +7.7% | -1.8% | +9.5% | +8.0% |
| 3M | -30.1% | -4.6% | -25.4% | -29.6% |
| 6M | +22.8% | -8.8% | +31.7% | +24.6% |
| YTD | +0.2% | +5.2% | -5.0% | -1.1% |
| 1Y | +7.9% | +8.3% | -0.5% | +5.8% |
| 3Y | +55.8% | +54.9% | +0.9% | +42.2% |
| 5Y | +30.1% | +73.5% | -43.4% | +16.2% |
| 10Y | +248.9% | +139.1% | +109.8% | +188.2% |
| All | +50,186.6% | +1,246.7% | +48,939.9% | +27,889.8% |
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