+121.0%
QLD vs CPRT
-7.1%
+128.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +0.6% | +2.2% | -1.6% | -1.4% |
| 30D | -0.1% | +16.6% | -16.8% | -14.0% |
| 3M | -8.4% | +9.6% | -17.9% | -19.3% |
| 6M | +32.2% | -11.1% | +43.3% | +43.4% |
| YTD | +28.9% | -13.9% | +42.8% | +42.2% |
| 1Y | +43.8% | -32.5% | +76.4% | +107.4% |
| 3Y | +176.6% | -25.0% | +201.6% | +225.9% |
| All | +121.0% | -7.1% | +128.2% | +79.7% |
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