+242.6%
QCOM vs CPB
-38.9%
+281.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -2.9% |
| 7D | +4.3% | -1.6% | +5.8% | +4.4% |
| 30D | -0.1% | +19.2% | -19.3% | -1.5% |
| 3M | +5.2% | -0.9% | +6.2% | +5.3% |
| 6M | -18.4% | +15.2% | -33.6% | -19.7% |
| YTD | +2.4% | -13.1% | +15.5% | +3.5% |
| 1Y | +0.9% | -22.4% | +23.3% | +3.1% |
| 3Y | +48.4% | -35.3% | +83.7% | +52.3% |
| 5Y | +16.6% | -33.0% | +49.6% | +18.0% |
| All | +242.6% | -38.9% | +281.5% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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