+314.1%
QCOM vs CLBK
+67.9%
+246.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +1.2% | +2.1% | +2.9% |
| 30D | +7.7% | +9.1% | -1.4% | +4.4% |
| 3M | -30.1% | +27.7% | -57.7% | -36.2% |
| 6M | +22.8% | +40.8% | -18.0% | +8.3% |
| YTD | +0.2% | +66.4% | -66.2% | -17.0% |
| 1Y | +7.9% | +72.4% | -64.5% | -11.9% |
| 3Y | +55.8% | +50.7% | +5.1% | +29.5% |
| 5Y | +30.1% | +42.9% | -12.9% | +4.0% |
| All | +314.1% | +67.9% | +246.2% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling