+47.0%
QCOM vs CPRT
-30.7%
+77.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.2% | +5.9% |
| 7D | +0.4% | +6.0% | -5.7% | -1.1% |
| 30D | -6.6% | +20.0% | -26.6% | -10.9% |
| 3M | +3.7% | +10.1% | -6.4% | +0.2% |
| 6M | -13.3% | -4.3% | -9.0% | -12.4% |
| YTD | -1.8% | -18.4% | +16.6% | +6.4% |
| 1Y | -2.5% | -20.1% | +17.6% | +6.6% |
| 3Y | +47.0% | -30.4% | +77.4% | +73.4% |
| All | +47.0% | -30.7% | +77.6% | +73.4% |
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