-39.1%
IONQ vs CPRT
-22.3%
-16.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.4% |
| 7D | +16.8% | -1.5% | +18.2% | +16.7% |
| 30D | -11.1% | +21.4% | -32.5% | -12.3% |
| 3M | -31.7% | +10.4% | -42.1% | -32.2% |
| 6M | -44.8% | -4.3% | -40.5% | -43.0% |
| YTD | -31.2% | -18.3% | -13.0% | -29.0% |
| 1Y | -39.1% | -22.5% | -16.7% | -44.3% |
| All | -39.1% | -22.3% | -16.8% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling