-100.0%
SQQQ vs CPRT
+380.0%
-479.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -6.1% |
| 7D | +1.8% | -11.2% | +13.0% | -13.2% |
| 30D | +4.2% | +3.3% | +0.8% | +9.0% |
| 3M | -3.3% | -3.6% | +0.3% | -11.6% |
| 6M | -43.6% | -15.8% | -27.9% | -57.9% |
| YTD | -41.9% | -23.5% | -18.4% | -62.4% |
| 1Y | -50.6% | -38.8% | -11.9% | -77.4% |
| 3Y | -89.3% | -33.4% | -55.9% | -93.2% |
| 5Y | -94.8% | -16.4% | -78.4% | -92.0% |
| All | -100.0% | +380.0% | -479.9% | -99.4% |
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 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