+50,186.6%
QCOM vs CL
+3,231.1%
+46,955.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | +3.3% | -2.2% | +5.5% | +4.2% |
| 30D | +7.7% | -4.8% | +12.5% | +9.6% |
| 3M | -30.1% | +4.9% | -35.0% | -32.0% |
| 6M | +22.8% | -5.7% | +28.6% | +24.1% |
| YTD | +0.2% | +14.4% | -14.2% | -6.4% |
| 1Y | +7.9% | +8.7% | -0.9% | +2.3% |
| 3Y | +55.8% | +30.0% | +25.8% | +34.7% |
| 5Y | +30.1% | +28.4% | +1.7% | +12.1% |
| 10Y | +248.9% | +50.1% | +198.8% | +178.9% |
| All | +50,186.6% | +3,231.1% | +46,955.6% | +13,331.0% |
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