+14.7%
QLD vs CPRT
-24.7%
+39.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.1% | +2.6% |
| 7D | -9.4% | +12.6% | -22.0% | -7.6% |
| 30D | -17.1% | +18.0% | -35.0% | -14.8% |
| 3M | -10.4% | +11.0% | -21.4% | -8.2% |
| 6M | +0.7% | -2.0% | +2.8% | +4.8% |
| YTD | +17.7% | -16.7% | +34.4% | +25.6% |
| 1Y | +14.7% | -23.9% | +38.5% | +21.9% |
| All | +14.7% | -24.7% | +39.4% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling