+46,613.4%
QCOM vs CLF
+403.9%
+46,209.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -12.2% | +2.7% | -7.4% |
| 7D | -15.5% | -21.0% | +5.5% | -12.1% |
| 30D | -13.4% | -8.0% | -5.4% | -12.6% |
| 3M | 0.0% | -10.9% | +11.0% | +1.2% |
| 6M | -15.2% | +5.8% | -21.0% | -17.1% |
| YTD | -6.9% | -15.1% | +8.2% | -6.6% |
| 1Y | -11.0% | +7.2% | -18.2% | -14.4% |
| 3Y | +39.8% | -34.2% | +73.9% | +38.8% |
| 5Y | +7.2% | -49.6% | +56.8% | +8.0% |
| 10Y | +207.7% | +109.9% | +97.8% | +115.2% |
| All | +46,613.4% | +403.9% | +46,209.6% | +16,872.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling