+14,915.0%
QCOM vs CPRT
+22,996.9%
-8,081.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.1% | -9.4% |
| 7D | -15.5% | +9.9% | -25.4% | -18.0% |
| 30D | -13.4% | +21.1% | -34.5% | -18.6% |
| 3M | 0.0% | +12.3% | -12.3% | -4.4% |
| 6M | -15.2% | -2.0% | -13.2% | -16.3% |
| YTD | -6.9% | -17.0% | +10.1% | -3.6% |
| 1Y | -11.0% | -22.5% | +11.6% | -5.8% |
| 3Y | +39.8% | -29.3% | +69.0% | +51.7% |
| 5Y | +7.2% | -15.6% | +22.8% | +10.7% |
| 10Y | +207.7% | +411.6% | -203.9% | +91.3% |
| All | +14,915.0% | +22,996.9% | -8,081.8% | +3,662.1% |
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