+7,256.1%
QLD vs CPRT
+2,096.4%
+5,159.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.4% | -12.3% | -12.4% |
| 7D | -18.6% | +9.9% | -28.5% | -25.5% |
| 30D | -28.3% | +21.1% | -49.4% | -40.4% |
| 3M | -20.4% | +12.3% | -32.7% | -31.1% |
| 6M | -14.3% | -2.0% | -12.3% | -19.5% |
| YTD | +2.8% | -17.0% | +19.8% | +10.8% |
| 1Y | -1.2% | -22.5% | +21.3% | +13.0% |
| 3Y | +135.3% | -29.3% | +164.6% | +186.4% |
| 5Y | +62.6% | -15.6% | +78.2% | +76.5% |
| 10Y | +1,384.3% | +411.6% | +972.7% | +250.1% |
| All | +7,256.1% | +2,096.4% | +5,159.7% | +417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling