+245.8%
QCOM vs CP
+251.7%
-5.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -0.7% | +2.6% | +2.4% |
| 30D | +1.2% | +9.6% | -8.4% | -4.3% |
| 3M | +9.1% | +2.2% | +6.9% | +7.3% |
| 6M | -25.0% | +11.1% | -36.1% | -30.2% |
| YTD | +4.8% | +28.2% | -23.3% | -11.0% |
| 1Y | +3.6% | +32.2% | -28.6% | -13.7% |
| 3Y | +51.5% | +35.5% | +16.0% | +22.7% |
| 5Y | +19.7% | +26.8% | -7.1% | -0.4% |
| 10Y | +245.8% | +256.9% | -11.1% | +72.8% |
| All | +245.8% | +251.7% | -5.9% | +72.8% |
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