+7.2%
QCOM vs CL
+43.3%
-36.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.1% | -9.4% | -9.5% |
| 7D | -15.5% | +5.9% | -21.4% | -15.4% |
| 30D | -13.4% | +13.8% | -27.2% | -13.5% |
| 3M | 0.0% | +6.4% | -6.4% | +0.2% |
| 6M | -15.2% | +15.6% | -30.8% | -15.8% |
| YTD | -6.9% | +27.9% | -34.8% | -8.9% |
| 1Y | -11.0% | +31.4% | -42.4% | -13.3% |
| 3Y | +39.8% | +41.4% | -1.6% | +27.7% |
| 5Y | +7.2% | +42.8% | -35.6% | -1.1% |
| All | +7.2% | +43.3% | -36.1% | -1.1% |
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 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