+242.6%
QCOM vs CNH
+106.0%
+136.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +4.3% | +3.0% | +1.2% | +2.6% |
| 30D | -0.1% | -0.6% | +0.5% | -0.4% |
| 3M | +5.2% | +14.6% | -9.4% | -2.8% |
| 6M | -18.4% | +11.8% | -30.1% | -23.9% |
| YTD | +2.4% | +30.4% | -28.0% | -11.6% |
| 1Y | +0.9% | +19.1% | -18.2% | -9.5% |
| 3Y | +48.4% | +30.2% | +18.2% | +23.8% |
| 5Y | +16.6% | -17.8% | +34.4% | +15.9% |
| All | +242.6% | +106.0% | +136.6% | +132.1% |
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