+150.0%
IONQ vs CPRT
-34.3%
+184.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -11.5% | -0.4% | -11.1% | -11.3% |
| 30D | -8.1% | +21.2% | -29.2% | -15.4% |
| 3M | -35.8% | +8.3% | -44.1% | -38.7% |
| 6M | -47.7% | -3.4% | -44.4% | -47.6% |
| YTD | -35.6% | -18.7% | -16.9% | -28.6% |
| 1Y | -36.4% | -23.5% | -12.9% | -26.8% |
| 3Y | +150.0% | -34.2% | +184.2% | +215.8% |
| All | +150.0% | -34.3% | +184.4% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling