+245.8%
QCOM vs CLS
+1,924.3%
-1,678.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.5% | -6.7% | -0.8% |
| 7D | +2.0% | +2.8% | -0.8% | +1.1% |
| 30D | +1.2% | -30.1% | +31.3% | +11.3% |
| 3M | +9.1% | -21.7% | +30.9% | +14.8% |
| 6M | -25.0% | -36.2% | +11.3% | -17.5% |
| YTD | +4.8% | -17.8% | +22.7% | +3.0% |
| 1Y | +3.6% | -26.8% | +30.4% | +3.8% |
| 3Y | +51.5% | +853.4% | -801.9% | -46.5% |
| 5Y | +19.7% | +2,005.0% | -1,985.3% | -69.4% |
| 10Y | +245.8% | +1,929.4% | -1,683.6% | -30.1% |
| All | +245.8% | +1,924.3% | -1,678.5% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling