+1,813.7%
QQQ vs CAPR
-99.1%
+1,912.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +0.4% | -2.0% | +2.3% | +0.4% |
| 30D | +0.2% | +139.2% | -139.0% | -0.9% |
| 3M | -2.8% | -66.4% | +63.6% | -2.4% |
| 6M | +18.0% | -63.1% | +81.1% | +18.3% |
| YTD | +17.3% | -67.4% | +84.7% | +17.7% |
| 1Y | +25.6% | +58.2% | -32.7% | +20.7% |
| 3Y | +93.7% | +42.2% | +51.5% | +83.6% |
| 5Y | +94.2% | +87.3% | +6.9% | +82.2% |
| 10Y | +557.9% | -75.3% | +633.1% | +500.2% |
| All | +1,813.7% | -99.1% | +1,912.7% | +1,589.2% |
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 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