+216.5%
QCOM vs CRL
+386.8%
-170.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.8% | -2.3% | +2.6% |
| 7D | +0.4% | -6.1% | +6.5% | +2.5% |
| 30D | -6.6% | +12.4% | -19.0% | -10.8% |
| 3M | +3.7% | +27.1% | -23.4% | -6.0% |
| 6M | -13.3% | +85.7% | -99.0% | -33.4% |
| YTD | -1.8% | +69.2% | -71.0% | -22.6% |
| 1Y | -2.5% | +97.5% | -100.0% | -27.9% |
| 3Y | +47.0% | +86.1% | -39.1% | +3.0% |
| 5Y | +13.1% | -10.0% | +23.2% | +6.7% |
| All | +216.5% | +386.8% | -170.3% | +37.8% |
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