+52.1%
QCOM vs CPRT
-30.7%
+82.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +5.8% | +1.6% | +4.2% | +5.4% |
| 30D | -2.3% | +18.8% | -21.1% | -6.5% |
| 3M | +2.7% | +9.4% | -6.7% | -0.5% |
| 6M | -21.0% | -4.4% | -16.6% | -19.9% |
| YTD | +1.8% | -17.1% | +18.9% | +9.9% |
| 1Y | +2.4% | -19.9% | +22.3% | +12.4% |
| 3Y | +52.1% | -30.5% | +82.6% | +80.5% |
| All | +52.1% | -30.7% | +82.9% | +80.5% |
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