+544.5%
QQQ vs CAPR
-59.6%
+604.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +26.5% | -24.2% | +1.9% |
| 7D | -0.2% | +25.8% | -26.0% | -0.6% |
| 30D | -7.5% | +50.2% | -57.7% | -8.1% |
| 3M | -3.8% | +185.5% | -189.3% | -5.6% |
| 6M | -3.0% | -64.8% | +61.8% | -2.7% |
| YTD | +12.8% | -61.1% | +73.9% | +12.8% |
| 1Y | +11.6% | +81.0% | -69.4% | +5.5% |
| 3Y | +85.6% | +300.7% | -215.2% | +67.5% |
| 5Y | +82.1% | +223.3% | -141.2% | +63.0% |
| All | +544.5% | -59.6% | +604.1% | +452.5% |
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