+30.9%
QCOM vs CPRT
-7.1%
+38.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +3.3% | +2.2% | +1.1% | +2.0% |
| 30D | +7.7% | +16.6% | -8.9% | -1.6% |
| 3M | -30.1% | +9.6% | -39.6% | -34.8% |
| 6M | +22.8% | -11.1% | +34.0% | +30.2% |
| YTD | +0.2% | -13.9% | +14.1% | +7.6% |
| 1Y | +7.9% | -32.5% | +40.4% | +37.1% |
| 3Y | +55.8% | -25.0% | +80.9% | +76.0% |
| All | +30.9% | -7.1% | +38.0% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling