+250.1%
QCOM vs CNH
+32.2%
+217.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +4.5% |
| 7D | +0.4% | -1.7% | +2.1% | +1.2% |
| 30D | -6.6% | -7.2% | +0.6% | -4.2% |
| 3M | +3.7% | +6.5% | -2.9% | -0.2% |
| 6M | -13.3% | +7.9% | -21.2% | -17.0% |
| YTD | -1.8% | +26.6% | -28.4% | -12.3% |
| 1Y | -2.5% | +13.8% | -16.3% | -9.5% |
| 3Y | +47.0% | +9.2% | +37.8% | +34.8% |
| 5Y | +13.1% | -15.6% | +28.7% | +12.4% |
| 10Y | +224.7% | +119.2% | +105.5% | +130.3% |
| All | +250.1% | +32.2% | +217.9% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling