+2.4%
QCOM vs CLSK
-52.2%
+54.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +13.0% | +20.4% | -7.4% | +9.5% |
| 30D | +0.2% | -32.6% | +32.8% | +5.4% |
| 3M | +9.2% | -43.8% | +53.1% | +17.3% |
| 6M | -15.0% | -49.2% | +34.2% | -7.9% |
| YTD | +5.2% | -32.4% | +37.6% | +9.1% |
| 1Y | +2.4% | -48.7% | +51.0% | +7.6% |
| All | +2.4% | -52.2% | +54.6% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling