+7.9%
QCOM vs CPRT
-31.2%
+39.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +3.3% | +2.2% | +1.1% | +3.5% |
| 30D | +7.7% | +16.6% | -8.9% | +8.8% |
| 3M | -30.1% | +9.6% | -39.6% | -29.3% |
| 6M | +22.8% | -11.1% | +34.0% | +26.7% |
| YTD | +0.2% | -13.9% | +14.1% | +3.6% |
| 1Y | +7.9% | -32.5% | +40.4% | +12.4% |
| All | +7.9% | -31.2% | +39.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling