+48.4%
QCOM vs CLS
+842.1%
-793.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.3% |
| 7D | +4.3% | +16.3% | -12.0% | +0.4% |
| 30D | -0.1% | -25.7% | +25.6% | +6.4% |
| 3M | +5.2% | -30.9% | +36.1% | +13.2% |
| 6M | -18.4% | -35.5% | +17.1% | -11.9% |
| YTD | +2.4% | -18.7% | +21.1% | +2.0% |
| 1Y | +0.9% | -17.9% | +18.8% | -0.9% |
| 3Y | +48.4% | +838.1% | -789.7% | -45.0% |
| All | +48.4% | +842.1% | -793.8% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling