+3.2%
QCOM vs CHRW
-12.5%
+15.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | -3.4% | +8.9% | +6.5% |
| 30D | -1.1% | -9.4% | +8.2% | +1.0% |
| 3M | +7.6% | -12.6% | +20.2% | +10.6% |
| 6M | -20.1% | -24.2% | +4.1% | -16.0% |
| YTD | +3.0% | -18.9% | +21.9% | +1.3% |
| 1Y | +3.2% | -13.7% | +16.9% | -2.1% |
| All | +3.2% | -12.5% | +15.7% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling