+242.8%
QCOM vs CHRW
+126.6%
+116.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | -3.4% | +8.9% | +6.8% |
| 30D | -1.1% | -9.4% | +8.2% | +1.9% |
| 3M | +7.6% | -12.6% | +20.2% | +11.8% |
| 6M | -20.1% | -24.2% | +4.1% | -13.9% |
| YTD | +3.0% | -18.9% | +21.9% | +6.9% |
| 1Y | +3.2% | -13.7% | +16.9% | +4.8% |
| 3Y | +48.9% | +72.6% | -23.7% | +9.9% |
| 5Y | +21.1% | +55.6% | -34.5% | -8.2% |
| 10Y | +242.8% | +122.7% | +120.0% | +117.7% |
| All | +242.8% | +126.6% | +116.2% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling