+25.9%
CPRT vs QS
-62.6%
+88.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.6% | -0.3% |
| 7D | -0.4% | -14.0% | +13.6% | +0.4% |
| 30D | +21.2% | -6.4% | +27.5% | +21.5% |
| 3M | +8.3% | -40.3% | +48.6% | +11.0% |
| 6M | -3.4% | -57.5% | +54.1% | +0.3% |
| YTD | -18.7% | -64.7% | +46.0% | -15.2% |
| 1Y | -23.5% | -72.9% | +49.4% | -19.2% |
| 3Y | -34.2% | -33.5% | -0.7% | -36.9% |
| 5Y | -18.2% | -90.5% | +72.3% | -18.3% |
| All | +25.9% | -62.6% | +88.5% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling