+11.3%
QQQ vs CAPR
+65.7%
-54.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.7% | +8.4% | -0.3% |
| 7D | +6.4% | +19.1% | -12.7% | +6.3% |
| 30D | -7.5% | +48.8% | -56.3% | -7.5% |
| 3M | -4.8% | +144.4% | -149.2% | -4.9% |
| 6M | -2.5% | -67.5% | +65.0% | -2.4% |
| YTD | +12.4% | -64.5% | +76.9% | +12.5% |
| 1Y | +11.3% | +74.4% | -63.1% | +11.2% |
| All | +11.3% | +65.7% | -54.4% | +11.2% |
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