+52.8%
IONQ vs CPRT
-17.4%
+70.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +25.1% | +24.9% |
| 7D | +8.6% | +6.0% | +2.5% | +1.5% |
| 30D | -21.1% | +20.0% | -41.1% | -34.7% |
| 3M | -17.9% | +10.1% | -28.0% | -28.1% |
| 6M | -37.9% | -4.3% | -33.6% | -40.1% |
| YTD | -27.3% | -18.4% | -8.9% | -16.3% |
| 1Y | -43.2% | -20.1% | -23.1% | -33.8% |
| 3Y | +191.0% | -30.4% | +221.4% | +249.9% |
| All | +52.8% | -17.4% | +70.2% | +94.3% |
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