+67.2%
QLD vs CPRT
-17.4%
+84.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +3.8% |
| 7D | -10.3% | +6.0% | -16.3% | -14.9% |
| 30D | -26.1% | +20.0% | -46.1% | -37.5% |
| 3M | -17.8% | +10.1% | -27.9% | -27.2% |
| 6M | -15.6% | -4.3% | -11.2% | -17.7% |
| YTD | +5.4% | -18.4% | +23.8% | +19.5% |
| 1Y | +5.2% | -20.1% | +25.3% | +21.4% |
| 3Y | +139.4% | -30.4% | +169.9% | +196.5% |
| All | +67.2% | -17.4% | +84.6% | +50.1% |
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