+216.5%
QCOM vs CPRT
+398.2%
-181.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +6.3% |
| 7D | +0.4% | +6.0% | -5.7% | -2.8% |
| 30D | -6.6% | +20.0% | -26.6% | -15.5% |
| 3M | +3.7% | +10.1% | -6.4% | -3.2% |
| 6M | -13.3% | -4.3% | -9.0% | -14.2% |
| YTD | -1.8% | -18.4% | +16.6% | +5.6% |
| 1Y | -2.5% | -20.1% | +17.6% | +5.9% |
| 3Y | +47.0% | -30.4% | +77.4% | +70.3% |
| 5Y | +13.1% | -17.0% | +30.1% | +15.5% |
| All | +216.5% | +398.2% | -181.8% | +64.1% |
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