+81.4%
QQQ vs CAPR
+222.5%
-141.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.6% |
| 7D | -1.5% | +7.6% | -9.2% | -1.6% |
| 30D | -10.2% | +13.3% | -23.5% | -10.3% |
| 3M | -6.3% | +130.4% | -136.7% | -6.8% |
| 6M | -4.9% | -70.8% | +65.9% | -4.6% |
| YTD | +10.2% | -69.3% | +79.5% | +10.5% |
| 1Y | +8.8% | +59.5% | -50.8% | +6.4% |
| 3Y | +81.4% | +216.8% | -135.4% | +70.0% |
| All | +81.4% | +222.5% | -141.2% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling