+50,186.6%
QCOM vs CAH
+9,768.4%
+40,418.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +3.3% | +5.4% | -2.1% | +1.9% |
| 30D | +7.7% | +3.3% | +4.4% | +6.7% |
| 3M | -30.1% | +22.8% | -52.8% | -34.0% |
| 6M | +22.8% | +11.3% | +11.6% | +18.2% |
| YTD | +0.2% | +21.1% | -20.9% | -6.3% |
| 1Y | +7.9% | +67.2% | -59.4% | -8.3% |
| 3Y | +55.8% | +195.6% | -139.8% | +11.5% |
| 5Y | +30.1% | +413.8% | -383.8% | -21.3% |
| 10Y | +248.9% | +309.6% | -60.7% | +112.8% |
| All | +50,186.6% | +9,768.4% | +40,418.2% | +13,655.7% |
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