+1,351.8%
QLD vs CPRT
+398.2%
+953.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +4.0% |
| 7D | -10.3% | +6.0% | -16.3% | -15.3% |
| 30D | -26.1% | +20.0% | -46.1% | -38.3% |
| 3M | -17.8% | +10.1% | -27.9% | -27.8% |
| 6M | -15.6% | -4.3% | -11.2% | -18.9% |
| YTD | +5.4% | -18.4% | +23.8% | +16.5% |
| 1Y | +5.2% | -20.1% | +25.3% | +18.2% |
| 3Y | +139.4% | -30.4% | +169.9% | +198.8% |
| 5Y | +66.7% | -17.0% | +83.7% | +77.8% |
| All | +1,351.8% | +398.2% | +953.6% | +380.9% |
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 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