+6,745.1%
QCOM vs CHRW
+3,527.3%
+3,217.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.4% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | -6.6% | -7.3% | +0.7% | -4.1% |
| 3M | +3.7% | -14.2% | +17.9% | +9.2% |
| 6M | -13.3% | -25.1% | +11.8% | -4.8% |
| YTD | -1.8% | -21.2% | +19.4% | +4.0% |
| 1Y | -2.5% | -14.2% | +11.7% | -0.3% |
| 3Y | +47.0% | +63.5% | -16.5% | +9.2% |
| 5Y | +13.1% | +49.6% | -36.5% | -14.4% |
| 10Y | +224.7% | +129.4% | +95.3% | +97.4% |
| All | +6,745.1% | +3,527.3% | +3,217.8% | +938.5% |
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 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