+251.9%
QCOM vs CP
+259.0%
-7.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +13.0% | +0.9% | +12.1% | +12.4% |
| 30D | +0.2% | +10.3% | -10.2% | -5.7% |
| 3M | +9.2% | +2.3% | +6.9% | +7.4% |
| 6M | -15.0% | +10.7% | -25.7% | -20.7% |
| YTD | +5.2% | +29.3% | -24.1% | -11.2% |
| 1Y | +2.4% | +31.5% | -29.1% | -14.4% |
| 3Y | +52.0% | +36.7% | +15.2% | +22.5% |
| 5Y | +19.7% | +26.8% | -7.1% | -0.4% |
| All | +251.9% | +259.0% | -7.1% | +76.1% |
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