+48.4%
QCOM vs CLX
-6.4%
+54.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | +4.3% | +9.5% | -5.2% | +4.0% |
| 30D | -0.1% | +30.7% | -30.8% | -0.4% |
| 3M | +5.2% | +4.2% | +1.0% | +4.2% |
| 6M | -18.4% | +22.1% | -40.5% | -18.9% |
| YTD | +2.4% | +14.1% | -11.7% | +2.1% |
| 1Y | +0.9% | +10.3% | -9.4% | +0.6% |
| 3Y | +48.4% | -7.8% | +56.2% | +52.1% |
| All | +48.4% | -6.4% | +54.8% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling