+10.9%
QCOM vs CLX
-24.4%
+35.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.7% | +3.1% |
| 7D | +5.1% | -3.5% | +8.6% | +4.8% |
| 30D | +4.3% | -11.9% | +16.1% | +3.5% |
| 3M | -19.6% | -2.6% | -17.0% | -19.6% |
| 6M | +29.5% | -18.2% | +47.6% | +30.4% |
| YTD | +3.4% | -5.9% | +9.3% | +4.2% |
| 1Y | +10.9% | -23.8% | +34.7% | +16.3% |
| All | +10.9% | -24.4% | +35.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling