+44.2%
QCOM vs CPNG
-75.9%
+120.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +3.3% | -7.4% | +10.8% | +5.0% |
| 30D | +7.7% | -4.4% | +12.1% | +8.6% |
| 3M | -30.1% | -7.5% | -22.6% | -29.3% |
| 6M | +22.8% | -19.9% | +42.8% | +26.7% |
| YTD | +0.2% | -35.2% | +35.4% | +8.1% |
| 1Y | +7.9% | -46.8% | +54.6% | +21.3% |
| 3Y | +55.8% | -20.2% | +76.0% | +57.0% |
| 5Y | +30.1% | -48.4% | +78.5% | +29.2% |
| All | +44.2% | -75.9% | +120.1% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling