+152.0%
QQQM vs CPRT
+2.3%
+149.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.0% |
| 7D | -0.6% | -11.2% | +10.6% | +4.7% |
| 30D | -1.2% | +3.3% | -4.5% | -3.3% |
| 3M | -0.1% | -3.6% | +3.5% | 0.0% |
| 6M | +18.0% | -15.8% | +33.7% | +25.9% |
| YTD | +16.7% | -23.5% | +40.2% | +30.2% |
| 1Y | +23.0% | -38.8% | +61.8% | +54.8% |
| 3Y | +93.3% | -33.4% | +126.8% | +123.1% |
| 5Y | +96.3% | -16.4% | +112.6% | +85.9% |
| All | +152.0% | +2.3% | +149.7% | +110.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling