+1,570.9%
QQQ vs CPRT
+8,619.5%
-7,048.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.4% | +2.2% | -1.9% | -0.4% |
| 30D | +0.2% | +16.6% | -16.4% | -4.7% |
| 3M | -2.8% | +9.6% | -12.4% | -6.5% |
| 6M | +18.0% | -11.1% | +29.1% | +20.9% |
| YTD | +17.3% | -13.9% | +31.2% | +21.1% |
| 1Y | +25.6% | -32.5% | +58.1% | +39.7% |
| 3Y | +93.7% | -25.0% | +118.8% | +106.8% |
| 5Y | +94.2% | -7.4% | +101.5% | +93.6% |
| 10Y | +557.9% | +422.0% | +135.9% | +298.6% |
| All | +1,570.9% | +8,619.5% | -7,048.6% | +433.7% |
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