+30.9%
QCOM vs CL
+28.4%
+2.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +3.3% | -2.2% | +5.5% | +3.4% |
| 30D | +7.7% | -4.8% | +12.5% | +7.9% |
| 3M | -30.1% | +4.9% | -35.0% | -30.6% |
| 6M | +22.8% | -5.7% | +28.6% | +23.4% |
| YTD | +0.2% | +14.4% | -14.2% | -2.0% |
| 1Y | +7.9% | +8.7% | -0.9% | +6.4% |
| 3Y | +55.8% | +30.0% | +25.8% | +40.7% |
| All | +30.9% | +28.4% | +2.5% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling