+251.9%
QCOM vs CPAY
+215.6%
+36.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +13.0% | +2.0% | +11.0% | +12.2% |
| 30D | +0.2% | +14.3% | -14.1% | -5.4% |
| 3M | +9.2% | +11.3% | -2.1% | +4.0% |
| 6M | -15.0% | +34.8% | -49.8% | -25.7% |
| YTD | +5.2% | +51.5% | -46.4% | -14.1% |
| 1Y | +2.4% | +59.0% | -56.7% | -18.2% |
| 3Y | +52.0% | +97.2% | -45.3% | +8.3% |
| 5Y | +19.7% | +88.8% | -69.1% | -14.3% |
| All | +251.9% | +215.6% | +36.4% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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