+48.4%
QCOM vs CCL
+136.4%
-88.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | +4.3% | -1.2% | +5.5% | +4.6% |
| 30D | -0.1% | +13.1% | -13.2% | -4.1% |
| 3M | +5.2% | +3.4% | +1.9% | +3.7% |
| 6M | -18.4% | +18.7% | -37.1% | -23.4% |
| YTD | +2.4% | -2.3% | +4.7% | +1.1% |
| 1Y | +0.9% | +14.2% | -13.3% | -6.3% |
| 3Y | +48.4% | +133.6% | -85.2% | +10.7% |
| All | +48.4% | +136.4% | -88.0% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling