+230.9%
QCOM vs CLX
+26.7%
+204.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.9% |
| 7D | +5.8% | +17.4% | -11.6% | +3.4% |
| 30D | -2.3% | +27.8% | -30.1% | -5.7% |
| 3M | +2.7% | +3.0% | -0.3% | +2.0% |
| 6M | -21.0% | +17.5% | -38.5% | -23.4% |
| YTD | +1.8% | +10.0% | -8.2% | -0.5% |
| 1Y | +2.4% | +3.3% | -0.9% | +1.1% |
| 3Y | +52.1% | -10.1% | +62.3% | +51.8% |
| 5Y | +14.6% | -23.7% | +38.4% | +15.9% |
| 10Y | +230.9% | +24.9% | +206.0% | +174.7% |
| All | +230.9% | +26.7% | +204.1% | +174.7% |
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