+250.3%
QCOM vs CP
+220.9%
+29.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +3.3% | -2.7% | +6.0% | +4.9% |
| 30D | +7.7% | +0.2% | +7.5% | +7.5% |
| 3M | -30.1% | +2.6% | -32.6% | -31.4% |
| 6M | +22.8% | +6.0% | +16.9% | +17.7% |
| YTD | +0.2% | +24.9% | -24.7% | -13.4% |
| 1Y | +7.9% | +20.1% | -12.3% | -4.7% |
| 3Y | +55.8% | +16.4% | +39.4% | +38.6% |
| 5Y | +30.1% | +31.7% | -1.7% | +6.0% |
| All | +250.3% | +220.9% | +29.4% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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