-26.2%
CPRT vs Q
+75.3%
-101.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.7% | -3.3% |
| 7D | +0.4% | +6.7% | -6.3% | +0.5% |
| 30D | +9.9% | -10.6% | +20.5% | +9.7% |
| 3M | +5.6% | -14.6% | +20.2% | +4.9% |
| 6M | -13.6% | +12.1% | -25.7% | -17.7% |
| YTD | -16.7% | +51.3% | -68.0% | -23.5% |
| All | -26.2% | +75.3% | -101.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling