+1,481.8%
QQQ vs CPRT
+8,130.8%
-6,649.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | -6.7% | +21.2% | -27.9% | -12.4% |
| 3M | -7.0% | +8.3% | -15.3% | -10.2% |
| 6M | -4.7% | -3.4% | -1.3% | -5.4% |
| YTD | +11.1% | -18.7% | +29.7% | +15.9% |
| 1Y | +12.3% | -23.5% | +35.8% | +19.4% |
| 3Y | +83.3% | -34.2% | +117.5% | +102.5% |
| 5Y | +77.5% | -18.2% | +95.7% | +82.7% |
| 10Y | +528.3% | +370.9% | +157.3% | +289.8% |
| All | +1,481.8% | +8,130.8% | -6,649.0% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling