+50,186.6%
QCOM vs CPB
+202.4%
+49,984.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.9% |
| 7D | +3.3% | -8.6% | +11.9% | +5.6% |
| 30D | +7.7% | -7.2% | +14.9% | +9.6% |
| 3M | -30.1% | +0.9% | -30.9% | -30.8% |
| 6M | +22.8% | -11.8% | +34.7% | +25.4% |
| YTD | +0.2% | -19.4% | +19.6% | +4.4% |
| 1Y | +7.9% | -30.4% | +38.2% | +16.4% |
| 3Y | +55.8% | -40.2% | +96.0% | +70.7% |
| 5Y | +30.1% | -39.5% | +69.6% | +39.6% |
| 10Y | +248.9% | -47.4% | +296.3% | +273.8% |
| All | +50,186.6% | +202.4% | +49,984.3% | +30,593.7% |
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 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