+11.2%
QCOM vs CPB
-31.3%
+42.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.5% |
| 7D | +0.4% | +8.0% | -7.6% | +0.6% |
| 30D | -6.6% | +22.4% | -29.0% | -6.1% |
| 3M | +3.7% | +2.5% | +1.2% | +4.1% |
| 6M | -13.3% | +12.2% | -25.5% | -13.1% |
| YTD | -1.8% | -12.8% | +11.0% | -1.3% |
| 1Y | -2.5% | -19.2% | +16.7% | -1.9% |
| 3Y | +47.0% | -35.6% | +82.5% | +45.4% |
| All | +11.2% | -31.3% | +42.5% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling