+254.0%
QCOM vs CCL
-41.2%
+295.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -5.0% | +8.4% | +4.5% |
| 30D | +7.7% | -20.3% | +28.0% | +13.4% |
| 3M | -30.1% | -15.1% | -14.9% | -27.5% |
| 6M | +22.8% | -15.1% | +38.0% | +26.5% |
| YTD | +0.2% | -21.8% | +22.0% | +4.8% |
| 1Y | +7.9% | -24.8% | +32.6% | +13.4% |
| 3Y | +55.8% | +51.9% | +4.0% | +37.1% |
| 5Y | +30.1% | +4.0% | +26.0% | +15.3% |
| All | +254.0% | -41.2% | +295.3% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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