+242.6%
QCOM vs CPRT
+368.4%
-125.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +4.3% | -0.4% | +4.6% | +4.5% |
| 30D | -0.1% | +21.2% | -21.3% | -10.0% |
| 3M | +5.2% | +8.3% | -3.1% | -0.9% |
| 6M | -18.4% | -3.4% | -15.0% | -19.5% |
| YTD | +2.4% | -18.7% | +21.1% | +10.3% |
| 1Y | +0.9% | -23.5% | +24.4% | +12.6% |
| 3Y | +48.4% | -34.2% | +82.5% | +77.8% |
| 5Y | +16.6% | -18.2% | +34.8% | +19.9% |
| All | +242.6% | +368.4% | -125.8% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling