+238.7%
QCOM vs CLS
+1,734.7%
-1,496.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.9% | -4.2% | +1.3% |
| 7D | +5.8% | -10.6% | +16.3% | +9.0% |
| 30D | -2.3% | -38.4% | +36.2% | +11.6% |
| 3M | +2.7% | -29.9% | +32.6% | +11.7% |
| 6M | -21.0% | -40.6% | +19.6% | -11.2% |
| YTD | +1.8% | -24.6% | +26.4% | +2.7% |
| 1Y | +2.4% | -30.8% | +33.2% | +4.2% |
| 3Y | +52.1% | +811.7% | -759.6% | -45.6% |
| 5Y | +14.6% | +1,838.4% | -1,823.8% | -69.9% |
| All | +238.7% | +1,734.7% | -1,496.0% | -29.4% |
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