+26.5%
CPRT vs QS
-60.6%
+87.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.8% | +7.3% | -0.1% |
| 7D | -1.5% | -5.6% | +4.1% | -1.2% |
| 30D | +21.4% | -5.8% | +27.2% | +21.6% |
| 3M | +10.4% | -39.2% | +49.6% | +13.0% |
| 6M | -4.3% | -53.9% | +49.6% | -1.1% |
| YTD | -18.3% | -62.8% | +44.5% | -14.9% |
| 1Y | -22.5% | -73.5% | +51.0% | -18.0% |
| 3Y | -34.3% | -29.1% | -5.3% | -37.3% |
| 5Y | -17.8% | -90.0% | +72.2% | -18.1% |
| All | +26.5% | -60.6% | +87.1% | +28.3% |
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