+49,194.2%
QCOM vs CAH
+10,773.4%
+38,420.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +5.2% |
| 7D | +0.4% | +8.5% | -8.1% | -1.7% |
| 30D | -6.6% | +17.0% | -23.7% | -10.4% |
| 3M | +3.7% | +14.6% | -10.9% | -0.2% |
| 6M | -13.3% | +42.5% | -55.9% | -21.7% |
| YTD | -1.8% | +33.5% | -35.3% | -10.6% |
| 1Y | -2.5% | +38.5% | -41.0% | -12.3% |
| 3Y | +47.0% | +179.0% | -132.0% | +7.0% |
| 5Y | +13.1% | +507.2% | -494.1% | -34.6% |
| 10Y | +224.7% | +448.9% | -224.3% | +83.1% |
| All | +49,194.2% | +10,773.4% | +38,420.9% | +13,022.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling