+49,194.2%
QCOM vs CPB
+227.1%
+48,967.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +5.8% |
| 7D | +0.4% | +8.0% | -7.6% | -1.5% |
| 30D | -6.6% | +22.4% | -29.0% | -11.4% |
| 3M | +3.7% | +2.5% | +1.2% | +2.4% |
| 6M | -13.3% | +12.2% | -25.5% | -17.0% |
| YTD | -1.8% | -12.8% | +11.0% | -0.1% |
| 1Y | -2.5% | -19.2% | +16.7% | +0.9% |
| 3Y | +47.0% | -35.6% | +82.5% | +57.7% |
| 5Y | +13.1% | -31.4% | +44.5% | +17.0% |
| 10Y | +224.7% | -37.9% | +262.6% | +230.3% |
| All | +49,194.2% | +227.1% | +48,967.1% | +29,268.0% |
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