+93.7%
QQQM vs CPRT
-28.6%
+122.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -0.6% | +8.2% | -8.9% | -2.7% |
| 3M | +1.3% | +2.3% | -1.0% | +0.4% |
| 6M | +18.2% | -14.7% | +32.9% | +24.3% |
| YTD | +16.9% | -18.2% | +35.1% | +24.4% |
| 1Y | +24.0% | -33.4% | +57.4% | +43.2% |
| All | +93.7% | -28.6% | +122.3% | +105.9% |
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 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