+374.9%
CPRT vs QSR
+135.2%
+239.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -11.2% | -4.0% | -7.2% | -9.7% |
| 30D | +3.3% | +2.8% | +0.6% | +2.2% |
| 3M | -3.6% | +5.1% | -8.7% | -5.4% |
| 6M | -15.8% | +8.8% | -24.6% | -18.7% |
| YTD | -23.5% | +14.8% | -38.3% | -27.8% |
| 1Y | -38.8% | +25.7% | -64.5% | -44.4% |
| 3Y | -33.4% | +27.5% | -61.0% | -41.3% |
| 5Y | -16.4% | +41.3% | -57.6% | -30.1% |
| All | +374.9% | +135.2% | +239.7% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling