+363.9%
CPRT vs QID
-99.1%
+463.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.3% |
| 7D | -1.5% | -11.8% | +10.3% | -5.5% |
| 30D | +21.4% | +14.2% | +7.1% | +27.4% |
| 3M | +10.4% | +8.8% | +1.6% | +14.1% |
| 6M | -4.3% | +1.5% | -5.8% | -3.4% |
| YTD | -18.3% | -23.8% | +5.5% | -25.3% |
| 1Y | -22.5% | -22.0% | -0.5% | -28.4% |
| 3Y | -34.3% | -71.9% | +37.6% | -56.3% |
| 5Y | -17.8% | -77.6% | +59.8% | -41.3% |
| All | +363.9% | -99.1% | +463.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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