+49,194.2%
QCOM vs CNP
+1,280.3%
+47,914.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.2% |
| 7D | +0.4% | -4.2% | +4.6% | +1.1% |
| 30D | -6.6% | +5.5% | -12.1% | -7.5% |
| 3M | +3.7% | +0.6% | +3.1% | +3.5% |
| 6M | -13.3% | -2.8% | -10.5% | -13.1% |
| YTD | -1.8% | +7.9% | -9.6% | -3.5% |
| 1Y | -2.5% | +6.7% | -9.2% | -4.1% |
| 3Y | +47.0% | +61.1% | -14.2% | +33.2% |
| 5Y | +13.1% | +73.0% | -59.9% | +1.1% |
| 10Y | +224.7% | +141.9% | +82.8% | +167.5% |
| All | +49,194.2% | +1,280.3% | +47,914.0% | +27,198.8% |
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