-89.4%
SQQQ vs CPRT
-28.6%
-60.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | -0.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.8% |
| 30D | +2.4% | +8.2% | -5.8% | +8.6% |
| 3M | -8.0% | +2.3% | -10.3% | -9.1% |
| 6M | -43.9% | -14.7% | -29.2% | -54.1% |
| YTD | -42.2% | -18.2% | -24.0% | -54.6% |
| 1Y | -51.8% | -33.4% | -18.4% | -70.8% |
| All | -89.4% | -28.6% | -60.8% | -90.4% |
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 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