+2.3%
QCOM vs CLS
-28.7%
+31.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.1% | +14.4% | +6.9% |
| 7D | -5.3% | -21.1% | +15.8% | -1.4% |
| 30D | -4.2% | -38.2% | +34.0% | +3.8% |
| 3M | +7.0% | -36.3% | +43.3% | +14.7% |
| 6M | +3.8% | -43.8% | +47.6% | +12.6% |
| YTD | +2.8% | -20.0% | +22.9% | +7.8% |
| 1Y | +2.3% | -29.6% | +31.9% | +8.6% |
| All | +2.3% | -28.7% | +31.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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