+46,613.4%
QCOM vs CPB
+231.4%
+46,382.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.7% | -10.2% | -9.7% |
| 7D | -15.5% | +11.6% | -27.0% | -17.7% |
| 30D | -13.4% | +23.3% | -36.7% | -18.0% |
| 3M | 0.0% | +1.6% | -1.6% | -0.9% |
| 6M | -15.2% | +13.9% | -29.1% | -19.0% |
| YTD | -6.9% | -11.7% | +4.8% | -5.6% |
| 1Y | -11.0% | -18.2% | +7.3% | -8.1% |
| 3Y | +39.8% | -35.2% | +74.9% | +49.8% |
| 5Y | +7.2% | -30.5% | +37.7% | +10.6% |
| 10Y | +207.7% | -37.1% | +244.8% | +212.1% |
| All | +46,613.4% | +231.4% | +46,382.1% | +27,649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling