+50.7%
QCOM vs CPNG
-76.8%
+127.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +4.4% | -7.6% | +11.9% | +6.1% |
| 30D | +9.4% | -8.8% | +18.2% | +11.4% |
| 3M | -13.7% | -7.2% | -6.4% | -12.9% |
| 6M | +28.9% | -21.5% | +50.4% | +33.5% |
| YTD | +4.7% | -37.4% | +42.2% | +13.9% |
| 1Y | +13.5% | -54.3% | +67.8% | +32.1% |
| 3Y | +77.1% | -20.3% | +97.4% | +78.5% |
| 5Y | +38.9% | -51.2% | +90.1% | +39.2% |
| All | +50.7% | -76.8% | +127.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling