+245.8%
QCOM vs CL
+84.6%
+161.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.0% | -0.8% | +2.7% | +2.1% |
| 30D | +1.2% | +9.5% | -8.3% | -1.8% |
| 3M | +9.1% | +6.8% | +2.4% | +6.5% |
| 6M | -25.0% | +14.3% | -39.3% | -29.1% |
| YTD | +4.8% | +27.0% | -22.2% | -5.3% |
| 1Y | +3.6% | +26.3% | -22.7% | -6.4% |
| 3Y | +51.5% | +39.3% | +12.2% | +25.8% |
| 5Y | +19.7% | +41.5% | -21.8% | -2.8% |
| 10Y | +245.8% | +84.1% | +161.7% | +149.3% |
| All | +245.8% | +84.6% | +161.2% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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