+216.5%
QCOM vs CL
+74.1%
+142.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.1% |
| 7D | +0.4% | +1.3% | -1.0% | -0.1% |
| 30D | -6.6% | +11.4% | -18.0% | -9.9% |
| 3M | +3.7% | +4.4% | -0.7% | +1.9% |
| 6M | -13.3% | +10.8% | -24.1% | -17.3% |
| YTD | -1.8% | +25.1% | -26.9% | -11.0% |
| 1Y | -2.5% | +28.0% | -30.5% | -12.6% |
| 3Y | +47.0% | +37.6% | +9.4% | +22.4% |
| 5Y | +13.1% | +39.7% | -26.6% | -7.9% |
| All | +216.5% | +74.1% | +142.4% | +130.1% |
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