-9.8%
CPRT vs QS
-74.8%
+65.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | -1.2% |
| 7D | -0.4% | -4.2% | +3.8% | -0.1% |
| 30D | +8.2% | -15.7% | +23.9% | +9.6% |
| 3M | +2.3% | -28.7% | +31.0% | +4.5% |
| 6M | -14.7% | -23.2% | +8.5% | -14.0% |
| YTD | -18.2% | -49.9% | +31.7% | -14.7% |
| 1Y | -33.4% | -38.8% | +5.4% | -32.9% |
| 3Y | -28.3% | -24.0% | -4.3% | -35.0% |
| 5Y | -9.8% | -75.6% | +65.8% | -13.5% |
| All | -9.8% | -74.8% | +65.0% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling