+254.0%
QCOM vs CRL
+255.5%
-1.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +3.3% | -1.0% | +4.4% | +3.7% |
| 30D | +7.7% | +10.7% | -3.0% | +3.5% |
| 3M | -30.1% | +55.3% | -85.3% | -41.7% |
| 6M | +22.8% | +60.7% | -37.8% | -0.4% |
| YTD | +0.2% | +44.6% | -44.4% | -15.7% |
| 1Y | +7.9% | +77.7% | -69.9% | -17.2% |
| 3Y | +55.8% | +37.6% | +18.2% | +24.0% |
| 5Y | +30.1% | -35.8% | +65.9% | +41.3% |
| All | +254.0% | +255.5% | -1.5% | +74.2% |
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