+282.9%
QCOM vs CRH
+253.3%
+29.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +7.8% | -6.1% | +13.9% | +11.2% |
| 30D | +12.2% | -9.3% | +21.5% | +17.6% |
| 3M | -9.9% | -15.2% | +5.3% | -2.5% |
| 6M | +36.9% | -14.2% | +51.1% | +47.1% |
| YTD | +8.0% | -28.3% | +36.3% | +26.5% |
| 1Y | +15.0% | -21.8% | +36.8% | +28.3% |
| 3Y | +75.8% | +71.6% | +4.2% | +29.2% |
| 5Y | +42.2% | +96.6% | -54.4% | -4.8% |
| All | +282.9% | +253.3% | +29.6% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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