+7,954.8%
QCOM vs CLS
+3,265.4%
+4,689.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | +4.6% | -1.2% | +1.5% |
| 30D | +7.7% | -13.9% | +21.6% | +11.6% |
| 3M | -30.1% | -26.6% | -3.5% | -24.2% |
| 6M | +22.8% | +15.4% | +7.4% | +12.0% |
| YTD | +0.2% | +5.7% | -5.5% | -8.1% |
| 1Y | +7.9% | +41.1% | -33.3% | -13.0% |
| 3Y | +55.8% | +1,228.6% | -1,172.8% | -47.7% |
| 5Y | +30.1% | +3,240.6% | -3,210.6% | -68.9% |
| 10Y | +248.9% | +2,760.3% | -2,511.5% | -20.9% |
| All | +7,954.8% | +3,265.4% | +4,689.4% | +830.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling