+8,328.6%
QCOM vs CLS
+2,517.3%
+5,811.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.5% | -6.7% | -1.0% |
| 7D | +2.0% | +2.8% | -0.8% | +1.0% |
| 30D | +1.2% | -30.1% | +31.3% | +12.2% |
| 3M | +9.1% | -21.7% | +30.9% | +15.2% |
| 6M | -25.0% | -36.2% | +11.3% | -17.0% |
| YTD | +4.8% | -17.8% | +22.7% | +2.7% |
| 1Y | +3.6% | -26.8% | +30.4% | +3.5% |
| 3Y | +51.5% | +853.4% | -801.9% | -43.9% |
| 5Y | +19.7% | +2,005.0% | -1,985.3% | -67.0% |
| 10Y | +245.8% | +1,929.4% | -1,683.6% | -13.6% |
| All | +8,328.6% | +2,517.3% | +5,811.3% | +939.1% |
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