+250.3%
QCOM vs CNH
+162.8%
+87.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.6% |
| 7D | +3.3% | +23.3% | -20.0% | -6.0% |
| 30D | +7.7% | +33.5% | -25.8% | -5.7% |
| 3M | -30.1% | +32.7% | -62.8% | -38.7% |
| 6M | +22.8% | +22.2% | +0.7% | +11.0% |
| YTD | +0.2% | +57.7% | -57.5% | -19.4% |
| 1Y | +7.9% | +28.0% | -20.1% | -5.1% |
| 3Y | +55.8% | +11.5% | +44.3% | +40.5% |
| 5Y | +30.1% | +11.9% | +18.2% | +14.4% |
| All | +250.3% | +162.8% | +87.5% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling