+327.2%
QCOM vs CLBK
+66.9%
+260.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | +5.1% | +1.1% | +3.9% | +4.6% |
| 30D | +4.3% | +7.8% | -3.5% | +1.5% |
| 3M | -19.6% | +23.9% | -43.5% | -25.9% |
| 6M | +29.5% | +42.3% | -12.8% | +13.7% |
| YTD | +3.4% | +65.4% | -62.0% | -14.1% |
| 1Y | +10.9% | +70.3% | -59.4% | -9.1% |
| 3Y | +74.8% | +54.5% | +20.3% | +43.9% |
| 5Y | +36.2% | +43.1% | -6.9% | +8.6% |
| All | +327.2% | +66.9% | +260.3% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling