+62.6%
QLD vs CPRT
-17.2%
+79.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.4% |
| 7D | -18.6% | +9.9% | -28.5% | -25.0% |
| 30D | -28.3% | +21.1% | -49.4% | -39.7% |
| 3M | -20.4% | +12.3% | -32.7% | -30.6% |
| 6M | -14.3% | -2.0% | -12.3% | -18.1% |
| YTD | +2.8% | -17.0% | +19.8% | +15.1% |
| 1Y | -1.2% | -22.5% | +21.3% | +19.0% |
| 3Y | +135.3% | -29.3% | +164.6% | +187.9% |
| 5Y | +62.6% | -15.6% | +78.2% | +42.7% |
| All | +62.6% | -17.2% | +79.8% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling