+544.5%
QQQ vs CPRT
+373.4%
+171.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | -0.2% | -1.4% | +1.2% | +0.4% |
| 30D | -7.5% | +21.5% | -28.9% | -15.6% |
| 3M | -3.8% | +9.4% | -13.2% | -9.0% |
| 6M | -3.0% | -3.3% | +0.3% | -4.0% |
| YTD | +12.8% | -17.8% | +30.6% | +20.1% |
| 1Y | +11.6% | -22.2% | +33.8% | +22.0% |
| 3Y | +85.6% | -34.0% | +119.5% | +115.7% |
| 5Y | +82.1% | -15.4% | +97.6% | +81.1% |
| All | +544.5% | +373.4% | +171.0% | +237.5% |
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