+250.3%
QCOM vs CL
+50.5%
+199.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +3.3% | -2.2% | +5.5% | +4.0% |
| 30D | +7.7% | -4.8% | +12.5% | +9.4% |
| 3M | -30.1% | +4.9% | -35.0% | -31.9% |
| 6M | +22.8% | -5.7% | +28.6% | +24.2% |
| YTD | +0.2% | +14.4% | -14.2% | -6.3% |
| 1Y | +7.9% | +8.7% | -0.9% | +2.6% |
| 3Y | +55.8% | +30.0% | +25.8% | +31.3% |
| 5Y | +30.1% | +28.4% | +1.7% | +8.8% |
| All | +250.3% | +50.5% | +199.9% | +178.6% |
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