+0.9%
QCOM vs CLSK
-48.8%
+49.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.1% | -2.2% |
| 7D | +4.3% | +8.0% | -3.7% | +2.8% |
| 30D | -0.1% | -27.9% | +27.8% | +4.2% |
| 3M | +5.2% | -42.3% | +47.5% | +12.6% |
| 6M | -18.4% | -50.0% | +31.6% | -11.3% |
| YTD | +2.4% | -34.3% | +36.7% | +6.8% |
| 1Y | +0.9% | -44.5% | +45.4% | +5.5% |
| All | +0.9% | -48.8% | +49.7% | +5.5% |
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