+50,186.6%
QCOM vs CCL
+641.5%
+49,545.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -5.0% | +8.4% | +4.9% |
| 30D | +7.7% | -20.3% | +28.0% | +15.0% |
| 3M | -30.1% | -15.1% | -14.9% | -26.8% |
| 6M | +22.8% | -15.1% | +38.0% | +27.4% |
| YTD | +0.2% | -21.8% | +22.0% | +5.9% |
| 1Y | +7.9% | -24.8% | +32.6% | +14.8% |
| 3Y | +55.8% | +51.9% | +4.0% | +30.4% |
| 5Y | +30.1% | +4.0% | +26.0% | +10.8% |
| 10Y | +248.9% | -42.2% | +291.1% | +178.4% |
| All | +50,186.6% | +641.5% | +49,545.2% | +16,877.1% |
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