+230.9%
QCOM vs CP
+261.0%
-30.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.5% |
| 7D | +5.8% | +2.8% | +3.0% | +4.2% |
| 30D | -2.3% | +11.3% | -13.6% | -8.4% |
| 3M | +2.7% | +2.9% | -0.1% | +0.7% |
| 6M | -21.0% | +9.8% | -30.8% | -26.1% |
| YTD | +1.8% | +28.5% | -26.7% | -13.7% |
| 1Y | +2.4% | +33.5% | -31.1% | -15.1% |
| 3Y | +52.1% | +31.9% | +20.2% | +25.2% |
| 5Y | +14.6% | +25.5% | -10.8% | -4.0% |
| 10Y | +230.9% | +257.6% | -26.7% | +68.4% |
| All | +230.9% | +261.0% | -30.1% | +68.4% |
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