+14.6%
QCOM vs CNH
-6.4%
+21.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | -1.1% |
| 7D | +5.8% | +8.6% | -2.8% | +2.1% |
| 30D | -2.3% | +12.6% | -14.9% | -7.6% |
| 3M | +2.7% | +17.5% | -14.8% | -6.2% |
| 6M | -21.0% | +18.1% | -39.1% | -28.2% |
| YTD | +1.8% | +40.4% | -38.6% | -15.4% |
| 1Y | +2.4% | +34.0% | -31.6% | -13.2% |
| 3Y | +52.1% | +35.3% | +16.8% | +22.8% |
| 5Y | +14.6% | -5.1% | +19.7% | +7.9% |
| All | +14.6% | -6.4% | +21.0% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling