+5.2%
QLD vs CPRT
-23.4%
+28.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.3% |
| 7D | -10.3% | +6.0% | -16.3% | -9.3% |
| 30D | -26.1% | +20.0% | -46.1% | -23.8% |
| 3M | -17.8% | +10.1% | -27.9% | -15.6% |
| 6M | -15.6% | -4.3% | -11.2% | -12.5% |
| YTD | +5.4% | -18.4% | +23.8% | +11.3% |
| 1Y | +5.2% | -20.1% | +25.3% | +9.8% |
| All | +5.2% | -23.4% | +28.6% | +9.8% |
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 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