+216.5%
QCOM vs CHRW
+127.5%
+89.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.3% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -6.6% | -7.3% | +0.7% | -4.5% |
| 3M | +3.7% | -14.2% | +17.9% | +8.3% |
| 6M | -13.3% | -25.1% | +11.8% | -6.2% |
| YTD | -1.8% | -21.2% | +19.4% | +2.9% |
| 1Y | -2.5% | -14.2% | +11.7% | -0.9% |
| 3Y | +47.0% | +63.5% | -16.5% | +10.8% |
| 5Y | +13.1% | +49.6% | -36.5% | -12.9% |
| All | +216.5% | +127.5% | +89.0% | +111.9% |
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