+52,469.4%
QCOM vs CRH
+6,066.3%
+46,403.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +4.4% | -3.6% | +7.9% | +5.3% |
| 30D | +9.4% | -10.8% | +20.2% | +12.5% |
| 3M | -13.7% | -13.5% | -0.2% | -10.4% |
| 6M | +28.9% | -15.4% | +44.3% | +34.4% |
| YTD | +4.7% | -27.6% | +32.3% | +13.5% |
| 1Y | +13.5% | -18.4% | +31.9% | +19.1% |
| 3Y | +77.1% | +72.5% | +4.6% | +53.9% |
| 5Y | +38.9% | +99.2% | -60.3% | +16.0% |
| 10Y | +281.8% | +257.0% | +24.7% | +176.1% |
| All | +52,469.4% | +6,066.3% | +46,403.1% | +38,852.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling