+387.6%
CPRT vs QID
-99.1%
+486.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -3.2% |
| 7D | -8.4% | +2.7% | -11.2% | -7.5% |
| 30D | +4.6% | +3.3% | +1.3% | +6.0% |
| 3M | -1.9% | -5.5% | +3.6% | -3.8% |
| 6M | -15.3% | -28.4% | +13.1% | -24.7% |
| YTD | -21.5% | -26.6% | +5.1% | -29.2% |
| 1Y | -36.6% | -34.1% | -2.5% | -45.0% |
| 3Y | -31.2% | -73.7% | +42.5% | -55.0% |
| 5Y | -14.1% | -80.7% | +66.5% | -41.8% |
| All | +387.6% | -99.1% | +486.8% | +38.0% |
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