+3.2%
QCOM vs CPB
-21.8%
+25.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.1% |
| 7D | +5.5% | +2.9% | +2.7% | +5.8% |
| 30D | -1.1% | +17.6% | -18.7% | +0.6% |
| 3M | +7.6% | +2.0% | +5.5% | +8.7% |
| 6M | -20.1% | +11.6% | -31.7% | -19.3% |
| YTD | +3.0% | -13.8% | +16.8% | +3.2% |
| 1Y | +3.2% | -21.6% | +24.8% | +4.1% |
| All | +3.2% | -21.8% | +25.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling