+51,512.8%
QCOM vs CL
+3,627.1%
+47,885.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.0% | +4.1% |
| 7D | -5.3% | +7.7% | -13.1% | -8.0% |
| 30D | -4.2% | +15.2% | -19.4% | -9.4% |
| 3M | +7.0% | +7.3% | -0.3% | +3.7% |
| 6M | +3.8% | +17.0% | -13.2% | -3.7% |
| YTD | +2.8% | +28.0% | -25.1% | -8.3% |
| 1Y | +2.3% | +32.1% | -29.8% | -10.1% |
| 3Y | +54.4% | +41.5% | +12.9% | +29.0% |
| 5Y | +23.7% | +43.9% | -20.2% | +1.7% |
| 10Y | +240.0% | +79.8% | +160.2% | +152.6% |
| All | +51,512.8% | +3,627.1% | +47,885.7% | +13,057.6% |
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 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