+12.6%
QCOM vs CHYM
-24.9%
+37.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.5% | +3.6% |
| 7D | +5.1% | +2.1% | +3.0% | +4.8% |
| 30D | +4.3% | +11.0% | -6.8% | +3.0% |
| 3M | -19.6% | +83.9% | -103.5% | -25.7% |
| 6M | +29.5% | +45.3% | -15.9% | +22.0% |
| YTD | +3.4% | +28.4% | -25.0% | -1.5% |
| 1Y | +10.9% | +32.2% | -21.3% | +3.6% |
| All | +12.6% | -24.9% | +37.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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