+3.6%
QCOM vs CLF
+27.9%
-24.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.3% |
| 7D | +2.0% | +2.3% | -0.4% | +1.4% |
| 30D | +1.2% | +1.9% | -0.7% | +0.1% |
| 3M | +9.1% | +5.9% | +3.2% | +6.5% |
| 6M | -25.0% | +16.9% | -41.9% | -28.3% |
| YTD | +4.8% | -1.1% | +5.9% | -1.1% |
| 1Y | +3.6% | +28.8% | -25.2% | -7.5% |
| All | +3.6% | +27.9% | -24.3% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling