+216.5%
QCOM vs CP
+253.8%
-37.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.5% |
| 7D | +0.4% | +2.8% | -2.4% | -1.2% |
| 30D | -6.6% | +10.2% | -16.8% | -12.0% |
| 3M | +3.7% | +2.4% | +1.3% | +1.9% |
| 6M | -13.3% | +7.7% | -21.0% | -18.0% |
| YTD | -1.8% | +26.0% | -27.8% | -15.8% |
| 1Y | -2.5% | +34.6% | -37.1% | -19.8% |
| 3Y | +47.0% | +26.7% | +20.3% | +23.8% |
| 5Y | +13.1% | +24.9% | -11.8% | -5.0% |
| All | +216.5% | +253.8% | -37.3% | +63.8% |
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