+7,206.9%
QCOM vs CHRW
+3,771.3%
+3,435.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.3% |
| 7D | +2.0% | -0.1% | +2.0% | +2.0% |
| 30D | +1.2% | -4.3% | +5.5% | +2.7% |
| 3M | +9.1% | -7.4% | +16.5% | +11.5% |
| 6M | -25.0% | -20.7% | -4.3% | -19.5% |
| YTD | +4.8% | -15.9% | +20.7% | +8.2% |
| 1Y | +3.6% | -9.9% | +13.5% | +4.0% |
| 3Y | +51.5% | +79.0% | -27.5% | +8.6% |
| 5Y | +19.7% | +61.3% | -41.6% | -12.1% |
| 10Y | +245.8% | +128.5% | +117.3% | +111.0% |
| All | +7,206.9% | +3,771.3% | +3,435.7% | +980.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling