+96.2%
QQQ vs CPRT
-27.3%
+123.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -0.6% | +9.9% | -10.6% | -3.0% |
| 3M | +0.4% | +5.6% | -5.2% | -1.3% |
| 6M | +20.1% | -13.6% | +33.7% | +26.1% |
| YTD | +17.2% | -16.7% | +33.9% | +24.3% |
| 1Y | +24.7% | -33.1% | +57.8% | +44.4% |
| 3Y | +96.2% | -27.1% | +123.2% | +106.9% |
| All | +96.2% | -27.3% | +123.5% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling