+609.5%
CPRT vs QSR
+211.0%
+398.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -1.0% | -2.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +9.9% | +5.9% | +4.0% | +7.6% |
| 3M | +5.6% | +10.5% | -4.8% | +1.9% |
| 6M | -13.6% | +7.7% | -21.3% | -16.1% |
| YTD | -16.7% | +16.8% | -33.5% | -21.5% |
| 1Y | -33.1% | +30.9% | -64.0% | -39.7% |
| 3Y | -27.1% | +28.2% | -55.2% | -35.0% |
| 5Y | -9.9% | +45.0% | -54.8% | -24.0% |
| 10Y | +415.3% | +127.3% | +288.0% | +258.3% |
| All | +609.5% | +211.0% | +398.5% | +364.7% |
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