+16,063.6%
QCOM vs CPRT
+23,878.7%
-7,815.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | +2.2% | +1.1% | +2.6% |
| 30D | +7.7% | +16.6% | -8.9% | +2.4% |
| 3M | -30.1% | +9.6% | -39.6% | -32.7% |
| 6M | +22.8% | -11.1% | +34.0% | +25.7% |
| YTD | +0.2% | -13.9% | +14.1% | +3.3% |
| 1Y | +7.9% | -32.5% | +40.4% | +19.8% |
| 3Y | +55.8% | -25.0% | +80.9% | +67.3% |
| 5Y | +30.1% | -7.4% | +37.5% | +31.4% |
| 10Y | +248.9% | +422.0% | -173.1% | +116.7% |
| All | +16,063.6% | +23,878.7% | -7,815.1% | +3,930.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling