-2.5%
QCOM vs CNH
+11.5%
-14.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +4.5% |
| 7D | +0.4% | -1.7% | +2.1% | +1.1% |
| 30D | -6.6% | -7.2% | +0.6% | -4.1% |
| 3M | +3.7% | +6.5% | -2.9% | -1.2% |
| 6M | -13.3% | +7.9% | -21.2% | -18.0% |
| YTD | -1.8% | +26.6% | -28.4% | -15.0% |
| 1Y | -2.5% | +13.8% | -16.3% | -12.1% |
| All | -2.5% | +11.5% | -14.0% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling