+250.0%
QCOM vs CLSK
-80.4%
+330.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +13.0% | +20.4% | -7.4% | +12.5% |
| 30D | +0.2% | -32.6% | +32.8% | +1.0% |
| 3M | +9.2% | -43.8% | +53.1% | +10.5% |
| 6M | -15.0% | -49.2% | +34.2% | -13.9% |
| YTD | +5.2% | -32.4% | +37.6% | +5.7% |
| 1Y | +2.4% | -48.7% | +51.0% | +3.3% |
| 3Y | +52.0% | +82.9% | -30.9% | +48.1% |
| 5Y | +19.7% | -68.1% | +87.8% | +17.0% |
| All | +250.0% | -80.4% | +330.4% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 10y: compounded portfolio wealth divided by compounded CLSK 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…
10y analysis · Full analysis span regression · 6 months rolling