-25.0%
QCOM vs CPRT
-4.8%
-20.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.7% |
| 7D | +2.0% | -1.4% | +3.3% | +1.7% |
| 30D | +1.2% | +21.5% | -20.3% | +4.8% |
| 3M | +9.1% | +9.4% | -0.3% | +10.7% |
| 6M | -25.0% | -3.3% | -21.7% | -27.8% |
| All | -25.0% | -4.8% | -20.2% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling