+2.4%
QCOM vs CPRT
-22.3%
+24.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.3% |
| 7D | +13.0% | -1.5% | +14.5% | +12.8% |
| 30D | +0.2% | +21.4% | -21.2% | +2.4% |
| 3M | +9.2% | +10.4% | -1.2% | +10.4% |
| 6M | -15.0% | -4.3% | -10.7% | -14.2% |
| YTD | +5.2% | -18.3% | +23.4% | +8.0% |
| 1Y | +2.4% | -22.5% | +24.8% | +5.3% |
| All | +2.4% | -22.3% | +24.7% | +5.3% |
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