-2.5%
QCOM vs CP
+32.2%
-34.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.0% |
| 7D | +0.4% | +2.8% | -2.4% | -0.4% |
| 30D | -6.6% | +10.2% | -16.8% | -9.4% |
| 3M | +3.7% | +2.4% | +1.3% | +2.9% |
| 6M | -13.3% | +7.7% | -21.0% | -16.1% |
| YTD | -1.8% | +26.0% | -27.8% | -10.7% |
| 1Y | -2.5% | +34.6% | -37.1% | -14.6% |
| All | -2.5% | +32.2% | -34.7% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling