-14.1%
CPRT vs QSR
+40.6%
-54.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -8.4% | -4.7% | -3.7% | -6.5% |
| 30D | +4.6% | +4.3% | +0.3% | +2.8% |
| 3M | -1.9% | +5.4% | -7.4% | -4.0% |
| 6M | -15.3% | +8.2% | -23.5% | -18.3% |
| YTD | -21.5% | +14.1% | -35.6% | -25.9% |
| 1Y | -36.6% | +28.1% | -64.7% | -43.3% |
| 3Y | -31.2% | +25.3% | -56.5% | -40.3% |
| 5Y | -14.1% | +40.4% | -54.5% | -35.0% |
| All | -14.1% | +40.6% | -54.7% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling