+19.7%
QCOM vs CPB
-33.9%
+53.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.7% |
| 7D | +2.0% | -4.1% | +6.0% | +1.8% |
| 30D | +1.2% | +16.9% | -15.7% | +1.7% |
| 3M | +9.1% | -0.6% | +9.7% | +9.4% |
| 6M | -25.0% | +11.4% | -36.4% | -24.8% |
| YTD | +4.8% | -14.8% | +19.7% | +5.3% |
| 1Y | +3.6% | -24.8% | +28.4% | +4.2% |
| 3Y | +51.5% | -36.6% | +88.1% | +49.8% |
| 5Y | +19.7% | -33.3% | +53.1% | +27.2% |
| All | +19.7% | -33.9% | +53.6% | +27.2% |
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 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