+39.3%
QCOM vs CPRT
-29.5%
+68.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -9.4% |
| 7D | -15.5% | +9.9% | -25.4% | -17.4% |
| 30D | -13.4% | +21.1% | -34.5% | -17.5% |
| 3M | 0.0% | +12.3% | -12.3% | -3.8% |
| 6M | -15.2% | -2.0% | -13.2% | -14.9% |
| YTD | -6.9% | -17.0% | +10.1% | +0.5% |
| 1Y | -11.0% | -22.5% | +11.6% | -0.4% |
| All | +39.3% | -29.5% | +68.8% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling