+1,711.6%
QQQ vs CAPR
-99.0%
+1,810.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.9% | +5.7% | -1.1% |
| 7D | +3.6% | +5.9% | -2.3% | +3.5% |
| 30D | -6.7% | +44.6% | -51.3% | -7.2% |
| 3M | -7.0% | +126.4% | -133.4% | -8.1% |
| 6M | -4.7% | -68.6% | +63.9% | -4.3% |
| YTD | +11.1% | -67.0% | +78.0% | +11.3% |
| 1Y | +12.3% | +65.2% | -52.9% | +7.9% |
| 3Y | +83.3% | +235.6% | -152.2% | +71.9% |
| 5Y | +77.5% | +175.4% | -98.0% | +65.7% |
| 10Y | +528.3% | -65.0% | +593.2% | +471.6% |
| All | +1,711.6% | -99.0% | +1,810.6% | +1,497.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling