+50,186.6%
QCOM vs CLF
+458.9%
+49,727.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.2% |
| 7D | +3.3% | +7.6% | -4.2% | +2.0% |
| 30D | +7.7% | -1.2% | +8.9% | +7.7% |
| 3M | -30.1% | -13.4% | -16.7% | -28.8% |
| 6M | +22.8% | +15.4% | +7.4% | +18.8% |
| YTD | +0.2% | -5.9% | +6.1% | -0.6% |
| 1Y | +7.9% | +18.8% | -11.0% | +1.4% |
| 3Y | +55.8% | -19.4% | +75.2% | +50.3% |
| 5Y | +30.1% | -47.7% | +77.8% | +30.4% |
| 10Y | +248.9% | +130.4% | +118.5% | +139.8% |
| All | +50,186.6% | +458.9% | +49,727.7% | +17,971.0% |
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