+231.8%
QCOM vs CNH
+28.6%
+203.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.9% | -5.6% | -8.0% |
| 7D | -15.5% | -0.4% | -15.1% | -15.5% |
| 30D | -13.4% | -15.2% | +1.8% | -8.1% |
| 3M | 0.0% | +4.3% | -4.2% | -3.0% |
| 6M | -15.2% | +10.1% | -25.3% | -19.5% |
| YTD | -6.9% | +23.2% | -30.1% | -16.1% |
| 1Y | -11.0% | +8.5% | -19.5% | -15.9% |
| 3Y | +39.8% | +4.1% | +35.7% | +30.5% |
| 5Y | +7.2% | -17.8% | +25.0% | +7.5% |
| 10Y | +207.7% | +113.3% | +94.4% | +120.5% |
| All | +231.8% | +28.6% | +203.2% | +144.5% |
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