+17.7%
QCOM vs CPRT
-15.3%
+33.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.5% | +4.0% | +1.5% | +3.5% |
| 30D | -1.1% | +18.2% | -19.4% | -9.7% |
| 3M | +7.6% | +9.2% | -1.6% | +0.8% |
| 6M | -20.1% | -4.8% | -15.2% | -20.0% |
| YTD | +3.0% | -17.5% | +20.5% | +12.4% |
| 1Y | +3.2% | -22.0% | +25.2% | +17.0% |
| 3Y | +48.9% | -33.7% | +82.6% | +82.5% |
| All | +17.7% | -15.3% | +33.0% | +13.4% |
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 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