+438.3%
QCOM vs CPAY
+1,724.0%
-1,285.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +9.2% | +11.3% | -2.1% | +4.5% |
| 6M | -15.0% | +34.8% | -49.8% | -24.8% |
| YTD | +5.2% | +51.5% | -46.4% | -12.4% |
| 1Y | +2.4% | +59.0% | -56.7% | -16.4% |
| 3Y | +52.0% | +97.2% | -45.3% | +12.6% |
| 5Y | +19.7% | +88.8% | -69.1% | -10.7% |
| 10Y | +246.9% | +217.3% | +29.6% | +114.0% |
| All | +438.3% | +1,724.0% | -1,285.8% | +88.4% |
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