+30.9%
QCOM vs CLX
-34.6%
+65.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +3.3% | -9.2% | +12.6% | +3.8% |
| 30D | +7.7% | -11.0% | +18.7% | +8.3% |
| 3M | -30.1% | +5.0% | -35.1% | -30.5% |
| 6M | +22.8% | -18.8% | +41.7% | +24.7% |
| YTD | +0.2% | -4.4% | +4.6% | +0.2% |
| 1Y | +7.9% | -21.9% | +29.7% | +9.8% |
| 3Y | +55.8% | -32.8% | +88.6% | +59.3% |
| All | +30.9% | -34.6% | +65.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling