+81.9%
QQQ vs CPRT
-33.3%
+115.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.5% | +4.0% | -5.5% | -2.2% |
| 30D | -10.2% | +18.2% | -28.4% | -12.8% |
| 3M | -6.3% | +9.2% | -15.5% | -8.0% |
| 6M | -4.9% | -4.8% | -0.1% | -3.4% |
| YTD | +10.2% | -17.5% | +27.7% | +17.0% |
| 1Y | +8.8% | -22.0% | +30.8% | +17.8% |
| All | +81.9% | -33.3% | +115.3% | +105.8% |
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