+230.9%
QCOM vs CRL
+400.8%
-170.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +1.9% |
| 7D | +5.8% | +4.4% | +1.4% | +3.9% |
| 30D | -2.3% | +17.1% | -19.4% | -8.1% |
| 3M | +2.7% | +32.1% | -29.4% | -8.2% |
| 6M | -21.0% | +98.9% | -119.9% | -40.9% |
| YTD | +1.8% | +77.1% | -75.3% | -21.1% |
| 1Y | +2.4% | +110.3% | -107.8% | -26.1% |
| 3Y | +52.1% | +108.5% | -56.4% | +1.6% |
| 5Y | +14.6% | -7.9% | +22.5% | +7.6% |
| 10Y | +230.9% | +368.9% | -138.1% | +39.7% |
| All | +230.9% | +400.8% | -170.0% | +39.7% |
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