+39.3%
QCOM vs CP
+28.7%
+10.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.7% | -8.8% | -9.1% |
| 7D | -15.5% | +6.1% | -21.6% | -18.0% |
| 30D | -13.4% | +9.8% | -23.2% | -17.6% |
| 3M | 0.0% | +2.7% | -2.7% | -1.6% |
| 6M | -15.2% | +12.8% | -28.0% | -21.5% |
| YTD | -6.9% | +28.2% | -35.1% | -20.4% |
| 1Y | -11.0% | +34.1% | -45.1% | -26.0% |
| All | +39.3% | +28.7% | +10.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling