+11.2%
QCOM vs CAH
+507.2%
-496.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +5.5% |
| 7D | +0.4% | +8.5% | -8.1% | +0.3% |
| 30D | -6.6% | +17.0% | -23.7% | -6.8% |
| 3M | +3.7% | +14.6% | -10.9% | +3.5% |
| 6M | -13.3% | +42.5% | -55.9% | -14.5% |
| YTD | -1.8% | +33.5% | -35.3% | -3.0% |
| 1Y | -2.5% | +38.5% | -41.0% | -4.4% |
| 3Y | +47.0% | +179.0% | -132.0% | +22.3% |
| All | +11.2% | +507.2% | -496.0% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling