+46,613.4%
QCOM vs CL
+3,624.4%
+42,989.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.1% | -9.4% | -9.5% |
| 7D | -15.5% | +5.9% | -21.4% | -17.3% |
| 30D | -13.4% | +13.8% | -27.2% | -17.8% |
| 3M | 0.0% | +6.4% | -6.4% | -2.8% |
| 6M | -15.2% | +15.6% | -30.8% | -21.0% |
| YTD | -6.9% | +27.9% | -34.8% | -17.0% |
| 1Y | -11.0% | +31.4% | -42.4% | -21.5% |
| 3Y | +39.8% | +41.4% | -1.6% | +16.8% |
| 5Y | +7.2% | +42.8% | -35.6% | -11.6% |
| 10Y | +207.7% | +79.7% | +128.0% | +128.7% |
| All | +46,613.4% | +3,624.4% | +42,989.0% | +11,812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling