-2.5%
QCOM vs CPRT
-23.4%
+20.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +5.3% |
| 7D | +0.4% | +6.0% | -5.7% | +1.1% |
| 30D | -6.6% | +20.0% | -26.6% | -4.6% |
| 3M | +3.7% | +10.1% | -6.4% | +4.8% |
| 6M | -13.3% | -4.3% | -9.0% | -12.6% |
| YTD | -1.8% | -18.4% | +16.6% | +0.9% |
| 1Y | -2.5% | -20.1% | +17.6% | -0.7% |
| All | -2.5% | -23.4% | +20.9% | -0.7% |
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