+38.9%
QCOM vs CLSK
+2.1%
+36.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +4.4% | +17.2% | -12.9% | +2.0% |
| 30D | +9.4% | +14.6% | -5.2% | +6.9% |
| 3M | -13.7% | -16.8% | +3.2% | -12.5% |
| 6M | +28.9% | +38.2% | -9.3% | +21.5% |
| YTD | +4.7% | +31.2% | -26.5% | -1.8% |
| 1Y | +13.5% | +37.3% | -23.8% | +3.4% |
| 3Y | +77.1% | +201.8% | -124.7% | +23.8% |
| 5Y | +38.9% | -1.6% | +40.5% | -4.0% |
| All | +38.9% | +2.1% | +36.8% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling