+542.4%
QQQ vs CPRT
+370.9%
+171.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +6.4% | -1.5% | +7.8% | +7.0% |
| 30D | -7.5% | +21.3% | -28.8% | -15.5% |
| 3M | -4.8% | +10.4% | -15.2% | -10.3% |
| 6M | -2.5% | -4.3% | +1.8% | -3.0% |
| YTD | +12.4% | -18.3% | +30.7% | +20.0% |
| 1Y | +11.3% | -22.5% | +33.8% | +21.9% |
| 3Y | +85.0% | -34.3% | +119.3% | +115.5% |
| 5Y | +79.6% | -17.8% | +97.4% | +81.0% |
| All | +542.4% | +370.9% | +171.6% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling