+242.8%
QCOM vs CPB
-40.9%
+283.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +5.5% | +2.9% | +2.7% | +5.3% |
| 30D | -1.1% | +17.6% | -18.7% | -2.4% |
| 3M | +7.6% | +2.0% | +5.5% | +7.4% |
| 6M | -20.1% | +11.6% | -31.7% | -21.1% |
| YTD | +3.0% | -13.8% | +16.8% | +4.1% |
| 1Y | +3.2% | -21.6% | +24.8% | +5.3% |
| 3Y | +48.9% | -35.8% | +84.7% | +52.9% |
| 5Y | +21.1% | -33.3% | +54.4% | +22.5% |
| 10Y | +242.8% | -39.4% | +282.2% | +247.1% |
| All | +242.8% | -40.9% | +283.7% | +247.1% |
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