+263.7%
QCOM vs CLX
-3.9%
+267.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.4% |
| 7D | +5.1% | -3.5% | +8.6% | +5.6% |
| 30D | +4.3% | -11.9% | +16.1% | +6.0% |
| 3M | -19.6% | -2.6% | -17.0% | -19.6% |
| 6M | +29.5% | -18.2% | +47.6% | +32.8% |
| YTD | +3.4% | -5.9% | +9.3% | +3.4% |
| 1Y | +10.9% | -23.8% | +34.7% | +14.9% |
| 3Y | +74.8% | -33.6% | +108.4% | +83.4% |
| 5Y | +36.2% | -35.7% | +71.9% | +41.5% |
| 10Y | +263.7% | -2.5% | +266.3% | +229.4% |
| All | +263.7% | -3.9% | +267.7% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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