+46,613.4%
QCOM vs CP
+10,795.7%
+35,817.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.7% | -8.8% | -9.2% |
| 7D | -15.5% | +6.1% | -21.6% | -17.5% |
| 30D | -13.4% | +9.8% | -23.2% | -16.8% |
| 3M | 0.0% | +2.7% | -2.7% | -1.3% |
| 6M | -15.2% | +12.8% | -28.0% | -19.8% |
| YTD | -6.9% | +28.2% | -35.1% | -16.7% |
| 1Y | -11.0% | +34.1% | -45.1% | -21.8% |
| 3Y | +39.8% | +28.9% | +10.9% | +24.3% |
| 5Y | +7.2% | +27.1% | -19.9% | -4.3% |
| 10Y | +207.7% | +264.8% | -57.1% | +82.0% |
| All | +46,613.4% | +10,795.7% | +35,817.8% | +8,058.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling