+11.7%
QQQ vs CAPR
+81.6%
-69.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +26.5% | -24.2% | +2.3% |
| 7D | -0.2% | +25.8% | -26.0% | -0.3% |
| 30D | -7.5% | +50.2% | -57.7% | -7.5% |
| 3M | -3.8% | +185.5% | -189.3% | -3.9% |
| 6M | -3.0% | -64.8% | +61.8% | -2.9% |
| YTD | +12.8% | -61.1% | +73.9% | +12.8% |
| All | +11.7% | +81.6% | -69.9% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling