+49,194.2%
QCOM vs CCL
+832.9%
+48,361.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +0.4% | +2.6% | -2.2% | -0.3% |
| 30D | -6.6% | +13.1% | -19.7% | -9.9% |
| 3M | +3.7% | +3.3% | +0.4% | +2.2% |
| 6M | -13.3% | +8.7% | -22.0% | -16.2% |
| YTD | -1.8% | -1.6% | -0.2% | -3.3% |
| 1Y | -2.5% | +14.0% | -16.5% | -8.4% |
| 3Y | +47.0% | +145.1% | -98.2% | +6.9% |
| 5Y | +13.1% | +21.2% | -8.1% | -7.9% |
| 10Y | +224.7% | -29.8% | +254.5% | +144.8% |
| All | +49,194.2% | +832.9% | +48,361.3% | +15,397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling