-94.7%
SQQQ vs CPRT
-14.1%
-80.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | -2.0% |
| 7D | +4.1% | -8.4% | +12.5% | -7.2% |
| 30D | +4.6% | +4.6% | 0.0% | +11.4% |
| 3M | -10.4% | -1.9% | -8.5% | -16.9% |
| 6M | -42.1% | -15.3% | -26.8% | -57.6% |
| YTD | -40.3% | -21.5% | -18.9% | -61.5% |
| 1Y | -50.2% | -36.6% | -13.6% | -78.0% |
| 3Y | -89.4% | -31.2% | -58.2% | -93.0% |
| 5Y | -94.7% | -14.1% | -80.5% | -88.8% |
| All | -94.7% | -14.1% | -80.6% | -88.8% |
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