+242.8%
QCOM vs CRL
+353.6%
-110.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | +5.5% | -1.7% | +7.3% | +6.0% |
| 30D | -1.1% | +14.6% | -15.7% | -6.3% |
| 3M | +7.6% | +24.8% | -17.3% | -1.7% |
| 6M | -20.1% | +94.7% | -114.8% | -39.7% |
| YTD | +3.0% | +73.4% | -70.3% | -19.6% |
| 1Y | +3.2% | +104.7% | -101.4% | -24.7% |
| 3Y | +48.9% | +101.1% | -52.2% | +0.8% |
| 5Y | +21.1% | -10.8% | +31.8% | +15.1% |
| 10Y | +242.8% | +358.8% | -116.0% | +46.0% |
| All | +242.8% | +353.6% | -110.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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