+22.6%
QQQ vs CPRT
-35.8%
+58.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -1.2% |
| 7D | -1.3% | -8.4% | +7.2% | -1.5% |
| 30D | -1.4% | +4.6% | -6.0% | -1.0% |
| 3M | +2.3% | -1.9% | +4.2% | +2.9% |
| 6M | +16.9% | -15.3% | +32.2% | +18.7% |
| YTD | +15.6% | -21.5% | +37.1% | +18.1% |
| 1Y | +22.6% | -36.6% | +59.3% | +25.4% |
| All | +22.6% | -35.8% | +58.4% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling