+216.5%
QCOM vs CLF
+104.8%
+111.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +5.2% |
| 7D | +0.4% | -19.6% | +20.0% | +4.8% |
| 30D | -6.6% | -5.0% | -1.6% | -6.2% |
| 3M | +3.7% | -6.3% | +10.0% | +4.0% |
| 6M | -13.3% | +2.8% | -16.1% | -15.2% |
| YTD | -1.8% | -13.7% | +11.9% | -1.9% |
| 1Y | -2.5% | +13.6% | -16.1% | -8.2% |
| 3Y | +47.0% | -34.0% | +81.0% | +44.7% |
| 5Y | +13.1% | -48.7% | +61.9% | +12.8% |
| All | +216.5% | +104.8% | +111.7% | +121.2% |
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