+263.7%
QCOM vs CPB
-45.7%
+309.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.0% |
| 7D | +5.1% | -8.2% | +13.3% | +5.8% |
| 30D | +4.3% | -5.6% | +9.9% | +4.8% |
| 3M | -19.6% | +3.0% | -22.6% | -20.1% |
| 6M | +29.5% | -12.7% | +42.2% | +30.8% |
| YTD | +3.4% | -18.0% | +21.3% | +5.0% |
| 1Y | +10.9% | -31.7% | +42.6% | +14.8% |
| 3Y | +74.8% | -41.0% | +115.7% | +81.2% |
| 5Y | +36.2% | -38.4% | +74.6% | +39.1% |
| 10Y | +263.7% | -45.0% | +308.7% | +282.7% |
| All | +263.7% | -45.7% | +309.4% | +282.7% |
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