+6,882.9%
QCOM vs CHRW
+4,173.0%
+2,709.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +3.3% | -1.4% | +4.7% | +3.9% |
| 30D | +7.7% | -3.5% | +11.2% | +9.0% |
| 3M | -30.1% | -19.4% | -10.7% | -24.7% |
| 6M | +22.8% | -21.4% | +44.2% | +32.9% |
| YTD | +0.2% | -7.1% | +7.3% | +0.2% |
| 1Y | +7.9% | +17.8% | -10.0% | -3.1% |
| 3Y | +55.8% | +78.8% | -23.0% | +12.8% |
| 5Y | +30.1% | +83.5% | -53.5% | -8.7% |
| 10Y | +248.9% | +160.2% | +88.7% | +103.4% |
| All | +6,882.9% | +4,173.0% | +2,709.9% | +900.7% |
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