+571.7%
QQQ vs CAPR
-77.3%
+649.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.2% |
| 7D | +1.0% | -12.6% | +13.6% | +1.2% |
| 30D | -0.6% | +124.4% | -125.0% | -2.0% |
| 3M | +1.3% | -66.8% | +68.1% | +1.9% |
| 6M | +18.1% | -71.8% | +89.9% | +19.0% |
| YTD | +16.9% | -70.1% | +86.9% | +17.6% |
| 1Y | +24.0% | +33.3% | -9.3% | +17.8% |
| 3Y | +95.6% | +36.7% | +58.9% | +80.4% |
| 5Y | +94.5% | +72.5% | +22.1% | +76.2% |
| 10Y | +571.7% | -77.3% | +649.0% | +483.8% |
| All | +571.7% | -77.3% | +649.0% | +483.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling