+2.0%
QCOM vs CLS
-34.6%
+36.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.9% | -4.2% | +2.2% |
| 7D | +5.8% | -10.6% | +16.3% | +7.7% |
| 30D | -2.3% | -38.4% | +36.2% | +5.9% |
| 3M | +2.7% | -29.9% | +32.6% | +8.4% |
| 6M | -21.0% | -40.6% | +19.6% | -14.4% |
| YTD | +1.8% | -24.6% | +26.4% | +8.4% |
| All | +2.0% | -34.6% | +36.6% | +10.2% |
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