+47.0%
QCOM vs CAH
+185.1%
-138.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +5.8% |
| 7D | +0.4% | +8.5% | -8.1% | +1.7% |
| 30D | -6.6% | +17.0% | -23.7% | -4.1% |
| 3M | +3.7% | +14.6% | -10.9% | +6.3% |
| 6M | -13.3% | +42.5% | -55.9% | -8.4% |
| YTD | -1.8% | +33.5% | -35.3% | +3.6% |
| 1Y | -2.5% | +38.5% | -41.0% | +2.5% |
| 3Y | +47.0% | +179.0% | -132.0% | +52.6% |
| All | +47.0% | +185.1% | -138.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling