+21.6%
CPRT vs QS
-47.4%
+69.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -4.0% |
| 7D | -8.4% | -5.0% | -3.5% | -8.2% |
| 30D | +4.6% | -18.3% | +22.9% | +5.6% |
| 3M | -1.9% | -26.0% | +24.1% | -0.8% |
| 6M | -15.3% | -24.0% | +8.7% | -14.7% |
| YTD | -21.5% | -50.3% | +28.8% | -19.3% |
| 1Y | -36.6% | -38.0% | +1.3% | -36.3% |
| 3Y | -31.2% | -24.6% | -6.6% | -34.3% |
| 5Y | -14.1% | -75.4% | +61.3% | -16.5% |
| All | +21.6% | -47.4% | +69.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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