+11.2%
QCOM vs CLX
-26.4%
+37.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.5% |
| 7D | +0.4% | +13.6% | -13.2% | -0.5% |
| 30D | -6.6% | +23.4% | -30.0% | -7.9% |
| 3M | +3.7% | -2.8% | +6.5% | +3.5% |
| 6M | -13.3% | +14.0% | -27.3% | -14.6% |
| YTD | -1.8% | +4.2% | -6.0% | -2.5% |
| 1Y | -2.5% | -1.2% | -1.3% | -2.8% |
| 3Y | +47.0% | -12.7% | +59.7% | +46.5% |
| All | +11.2% | -26.4% | +37.6% | +15.2% |
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