+242.8%
QCOM vs CLF
+82.3%
+160.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.2% |
| 7D | +5.5% | -9.1% | +14.6% | +7.4% |
| 30D | -1.1% | -0.9% | -0.2% | -1.5% |
| 3M | +7.6% | +3.0% | +4.6% | +5.8% |
| 6M | -20.1% | +16.7% | -36.8% | -23.9% |
| YTD | +3.0% | -3.2% | +6.2% | +0.4% |
| 1Y | +3.2% | +24.6% | -21.4% | -4.8% |
| 3Y | +48.9% | -22.3% | +71.2% | +41.6% |
| 5Y | +21.1% | -41.2% | +62.3% | +17.4% |
| 10Y | +242.8% | +83.5% | +159.3% | +130.7% |
| All | +242.8% | +82.3% | +160.5% | +130.7% |
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