+74.8%
QCOM vs CLSK
+196.3%
-121.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.2% | -3.1% | +2.4% |
| 7D | +5.1% | +21.9% | -16.8% | +2.6% |
| 30D | +4.3% | +9.6% | -5.3% | +2.8% |
| 3M | -19.6% | -18.4% | -1.2% | -18.5% |
| 6M | +29.5% | +46.4% | -16.9% | +22.7% |
| YTD | +3.4% | +33.2% | -29.8% | -2.0% |
| 1Y | +10.9% | +47.0% | -36.1% | +2.4% |
| 3Y | +74.8% | +206.4% | -131.6% | +48.5% |
| All | +74.8% | +196.3% | -121.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling