+153.2%
QQQM vs CPRT
+11.4%
+141.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | -0.7% | +9.9% | -10.6% | -5.3% |
| 3M | +0.4% | +5.6% | -5.2% | -3.5% |
| 6M | +20.1% | -13.6% | +33.7% | +27.4% |
| YTD | +17.2% | -16.7% | +34.0% | +26.1% |
| 1Y | +24.7% | -33.1% | +57.9% | +51.0% |
| 3Y | +96.6% | -27.1% | +123.6% | +117.6% |
| 5Y | +95.0% | -9.9% | +104.9% | +78.9% |
| All | +153.2% | +11.4% | +141.8% | +104.0% |
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