+36.2%
QCOM vs CLBK
+43.5%
-7.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +5.1% | +1.1% | +3.9% | +4.8% |
| 30D | +4.3% | +7.8% | -3.5% | +2.3% |
| 3M | -19.6% | +23.9% | -43.5% | -24.2% |
| 6M | +29.5% | +42.3% | -12.8% | +17.9% |
| YTD | +3.4% | +65.4% | -62.0% | -9.4% |
| 1Y | +10.9% | +70.3% | -59.4% | -3.7% |
| 3Y | +74.8% | +54.5% | +20.3% | +52.9% |
| 5Y | +36.2% | +43.1% | -6.9% | +20.2% |
| All | +36.2% | +43.5% | -7.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling