+91.9%
IONQ vs CPRT
-16.1%
+108.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +16.7% | +4.0% | +12.7% | +12.2% |
| 30D | -12.3% | +18.2% | -30.5% | -25.9% |
| 3M | -17.7% | +9.2% | -26.9% | -27.3% |
| 6M | -28.9% | -4.8% | -24.1% | -30.5% |
| YTD | -22.0% | -17.5% | -4.5% | -11.1% |
| 1Y | -36.8% | -22.0% | -14.8% | -23.7% |
| 3Y | +228.2% | -33.7% | +262.0% | +333.9% |
| 5Y | +91.9% | -15.0% | +106.9% | +121.3% |
| All | +91.9% | -16.1% | +108.0% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling