+230.9%
QCOM vs CLF
+92.7%
+138.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +2.2% |
| 7D | +5.8% | -14.1% | +19.9% | +9.0% |
| 30D | -2.3% | -5.5% | +3.3% | -1.7% |
| 3M | +2.7% | 0.0% | +2.7% | +1.6% |
| 6M | -21.0% | +11.3% | -32.3% | -24.0% |
| YTD | +1.8% | -7.7% | +9.5% | +0.2% |
| 1Y | +2.4% | +17.5% | -15.1% | -4.3% |
| 3Y | +52.1% | -25.4% | +77.6% | +46.0% |
| 5Y | +14.6% | -46.0% | +60.6% | +13.1% |
| 10Y | +230.9% | +80.1% | +150.8% | +125.4% |
| All | +230.9% | +92.7% | +138.2% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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