+139.4%
QLD vs CPRT
-30.7%
+170.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.1% |
| 7D | -10.3% | +6.0% | -16.3% | -12.1% |
| 30D | -26.1% | +20.0% | -46.1% | -31.0% |
| 3M | -17.8% | +10.1% | -27.9% | -21.5% |
| 6M | -15.6% | -4.3% | -11.2% | -14.3% |
| YTD | +5.4% | -18.4% | +23.8% | +17.8% |
| 1Y | +5.2% | -20.1% | +25.3% | +19.0% |
| 3Y | +139.4% | -30.4% | +169.9% | +194.0% |
| All | +139.4% | -30.7% | +170.1% | +194.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling