+94.6%
QQQM vs CPRT
-14.1%
+108.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.7% |
| 7D | -1.3% | -8.4% | +7.2% | +2.6% |
| 30D | -1.4% | +4.6% | -6.0% | -3.9% |
| 3M | +2.2% | -1.9% | +4.1% | +1.6% |
| 6M | +16.9% | -15.3% | +32.2% | +24.9% |
| YTD | +15.7% | -21.5% | +37.1% | +27.8% |
| 1Y | +22.7% | -36.6% | +59.3% | +52.6% |
| 3Y | +93.9% | -31.2% | +125.1% | +119.2% |
| 5Y | +94.6% | -14.1% | +108.7% | +76.4% |
| All | +94.6% | -14.1% | +108.6% | +76.4% |
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