+19.7%
QCOM vs CHRW
+60.9%
-41.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.7% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | +1.2% | -4.3% | +5.5% | +2.3% |
| 3M | +9.1% | -7.4% | +16.5% | +10.8% |
| 6M | -25.0% | -20.7% | -4.3% | -21.2% |
| YTD | +4.8% | -15.9% | +20.7% | +7.0% |
| 1Y | +3.6% | -9.9% | +13.5% | +3.7% |
| 3Y | +51.5% | +79.0% | -27.5% | +15.3% |
| 5Y | +19.7% | +61.3% | -41.6% | -1.3% |
| All | +19.7% | +60.9% | -41.2% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling