+19.7%
QCOM vs CLS
+2,101.3%
-2,081.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -1.0% |
| 7D | +13.0% | +23.5% | -10.5% | +6.2% |
| 30D | +0.2% | -28.9% | +29.1% | +9.2% |
| 3M | +9.2% | -25.2% | +34.4% | +16.4% |
| 6M | -15.0% | -32.1% | +17.1% | -8.5% |
| YTD | +5.2% | -14.1% | +19.2% | +2.1% |
| 1Y | +2.4% | -24.1% | +26.4% | +1.7% |
| 3Y | +52.0% | +897.0% | -845.0% | -55.6% |
| 5Y | +19.7% | +2,089.9% | -2,070.2% | -78.3% |
| All | +19.7% | +2,101.3% | -2,081.6% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling