+14.6%
QCOM vs CL
+41.6%
-27.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.7% |
| 7D | +5.8% | +0.5% | +5.3% | +5.8% |
| 30D | -2.3% | +11.6% | -13.9% | -2.4% |
| 3M | +2.7% | +5.6% | -2.9% | +2.8% |
| 6M | -21.0% | +13.2% | -34.2% | -21.4% |
| YTD | +1.8% | +26.9% | -25.1% | -0.4% |
| 1Y | +2.4% | +27.3% | -24.9% | +0.1% |
| 3Y | +52.1% | +39.7% | +12.4% | +39.3% |
| 5Y | +14.6% | +41.3% | -26.7% | +5.8% |
| All | +14.6% | +41.6% | -27.0% | +5.8% |
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