-13.3%
QCOM vs CAH
+42.2%
-55.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +6.5% |
| 7D | +0.4% | +8.5% | -8.1% | +6.0% |
| 30D | -6.6% | +17.0% | -23.7% | +5.0% |
| 3M | +3.7% | +14.6% | -10.9% | +14.6% |
| 6M | -13.3% | +42.5% | -55.9% | +31.4% |
| All | -13.3% | +42.2% | -55.5% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling