+592.7%
CPRT vs QSR
+202.3%
+390.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.4% | -2.9% | +2.6% | +0.8% |
| 30D | +21.2% | +4.1% | +17.0% | +19.4% |
| 3M | +8.3% | -0.7% | +9.0% | +8.7% |
| 6M | -3.4% | +0.4% | -3.8% | -3.4% |
| YTD | -18.7% | +13.5% | -32.2% | -22.5% |
| 1Y | -23.5% | +11.0% | -34.5% | -26.5% |
| 3Y | -34.2% | +22.0% | -56.1% | -40.1% |
| 5Y | -18.2% | +57.1% | -75.3% | -32.7% |
| 10Y | +370.9% | +138.3% | +232.7% | +226.1% |
| All | +592.7% | +202.3% | +390.4% | +359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling