+13.5%
QCOM vs CPNG
-52.4%
+65.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | +4.4% | -7.6% | +11.9% | +5.5% |
| 30D | +9.4% | -8.8% | +18.2% | +10.7% |
| 3M | -13.7% | -7.2% | -6.4% | -13.5% |
| 6M | +28.9% | -21.5% | +50.4% | +31.2% |
| YTD | +4.7% | -37.4% | +42.2% | +13.0% |
| 1Y | +13.5% | -54.3% | +67.8% | +33.9% |
| All | +13.5% | -52.4% | +65.9% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling