+412.7%
QCOM vs CPAY
+1,565.5%
-1,152.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | +2.1% | +1.2% | +2.5% |
| 30D | +7.7% | +5.5% | +2.2% | +5.4% |
| 3M | -30.1% | +16.6% | -46.6% | -34.3% |
| 6M | +22.8% | +26.7% | -3.8% | +11.2% |
| YTD | +0.2% | +38.4% | -38.2% | -13.3% |
| 1Y | +7.9% | +30.1% | -22.3% | -4.9% |
| 3Y | +55.8% | +52.6% | +3.2% | +27.5% |
| 5Y | +30.1% | +59.0% | -28.9% | +3.2% |
| 10Y | +248.9% | +148.4% | +100.5% | +133.1% |
| All | +412.7% | +1,565.5% | -1,152.7% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling