+9,127.5%
QLD vs CPRT
+2,180.3%
+6,947.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | -8.4% | +9.6% | -17.9% | -19.3% |
| 6M | +32.2% | -11.1% | +43.3% | +39.6% |
| YTD | +28.9% | -13.9% | +42.8% | +38.3% |
| 1Y | +43.8% | -32.5% | +76.4% | +91.8% |
| 3Y | +176.6% | -25.0% | +201.6% | +229.6% |
| 5Y | +121.6% | -7.4% | +129.0% | +127.7% |
| 10Y | +1,652.9% | +422.0% | +1,230.9% | +317.0% |
| All | +9,127.5% | +2,180.3% | +6,947.2% | +546.7% |
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