+245.8%
QCOM vs CRL
+358.0%
-112.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +2.0% | +5.0% | -3.1% | +0.2% |
| 30D | +1.2% | +13.5% | -12.3% | -3.7% |
| 3M | +9.1% | +21.5% | -12.4% | +0.7% |
| 6M | -25.0% | +103.4% | -128.4% | -44.3% |
| YTD | +4.8% | +71.8% | -67.0% | -17.9% |
| 1Y | +3.6% | +97.5% | -93.9% | -23.4% |
| 3Y | +51.5% | +99.2% | -47.8% | +2.9% |
| 5Y | +19.7% | -12.1% | +31.9% | +14.5% |
| 10Y | +245.8% | +359.2% | -113.4% | +46.3% |
| All | +245.8% | +358.0% | -112.2% | +46.3% |
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