+282.9%
QCOM vs CHRW
+183.1%
+99.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +7.8% | +3.5% | +4.4% | +6.6% |
| 30D | +12.2% | +4.6% | +7.6% | +10.5% |
| 3M | -9.9% | -19.7% | +9.9% | -3.9% |
| 6M | +36.9% | -12.4% | +49.3% | +41.1% |
| YTD | +8.0% | -3.9% | +11.9% | +6.7% |
| 1Y | +15.0% | +18.4% | -3.4% | +4.5% |
| 3Y | +75.8% | +88.8% | -13.0% | +27.8% |
| 5Y | +42.2% | +93.5% | -51.4% | +0.4% |
| All | +282.9% | +183.1% | +99.8% | +128.5% |
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