+94.5%
QQQ vs CPRT
-8.8%
+103.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.5% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -0.6% | +8.2% | -8.9% | -4.6% |
| 3M | +1.3% | +2.3% | -1.0% | -1.1% |
| 6M | +18.1% | -14.7% | +32.9% | +26.3% |
| YTD | +16.9% | -18.2% | +35.1% | +27.0% |
| 1Y | +24.0% | -33.4% | +57.4% | +50.9% |
| 3Y | +95.6% | -28.3% | +123.9% | +117.4% |
| 5Y | +94.5% | -9.8% | +104.3% | +72.6% |
| All | +94.5% | -8.8% | +103.3% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling