-33.4%
CPRT vs QSR
+25.8%
-59.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.8% |
| 7D | -11.2% | -4.0% | -7.2% | -10.0% |
| 30D | +3.3% | +2.8% | +0.6% | +2.5% |
| 3M | -3.6% | +5.1% | -8.7% | -4.9% |
| 6M | -15.8% | +8.8% | -24.6% | -17.8% |
| YTD | -23.5% | +14.8% | -38.3% | -26.3% |
| 1Y | -38.8% | +25.7% | -64.5% | -42.3% |
| 3Y | -33.4% | +27.5% | -61.0% | -39.2% |
| All | -33.4% | +25.8% | -59.2% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling