-23.9%
CPRT vs QSR
+23.8%
-47.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.5% | +1.7% |
| 7D | +12.6% | +5.2% | +7.5% | +9.2% |
| 30D | +18.0% | +12.2% | +5.8% | +10.5% |
| 3M | +11.0% | +7.0% | +3.9% | +6.9% |
| 6M | -2.0% | -0.3% | -1.7% | -3.4% |
| YTD | -16.7% | +18.0% | -34.7% | -23.4% |
| 1Y | -23.9% | +22.6% | -46.5% | -30.3% |
| All | -23.9% | +23.8% | -47.7% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling