+7,382.5%
QCOM vs CLS
+2,115.6%
+5,266.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -13.0% | +3.5% | -5.3% |
| 7D | -15.5% | -27.3% | +11.8% | -6.5% |
| 30D | -13.4% | -47.0% | +33.6% | +5.0% |
| 3M | 0.0% | -43.3% | +43.4% | +16.9% |
| 6M | -15.2% | -50.8% | +35.6% | +1.8% |
| YTD | -6.9% | -30.4% | +23.5% | -3.7% |
| 1Y | -11.0% | -41.7% | +30.7% | -4.2% |
| 3Y | +39.8% | +701.4% | -661.7% | -45.2% |
| 5Y | +7.2% | +1,767.8% | -1,760.6% | -69.2% |
| 10Y | +207.7% | +1,636.8% | -1,429.1% | -19.1% |
| All | +7,382.5% | +2,115.6% | +5,266.8% | +874.7% |
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