+1,502.1%
QLD vs CPRT
+368.4%
+1,133.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.0% |
| 7D | +7.0% | -0.4% | +7.4% | +7.4% |
| 30D | -14.3% | +21.2% | -35.5% | -29.0% |
| 3M | -16.0% | +8.3% | -24.3% | -25.1% |
| 6M | -14.2% | -3.4% | -10.9% | -18.3% |
| YTD | +12.8% | -18.7% | +31.5% | +25.2% |
| 1Y | +14.1% | -23.5% | +37.6% | +34.1% |
| 3Y | +146.0% | -34.2% | +180.1% | +225.9% |
| 5Y | +82.0% | -18.2% | +100.2% | +96.9% |
| All | +1,502.1% | +368.4% | +1,133.7% | +423.5% |
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