+725.3%
CAT vs CPRT
+398.2%
+327.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -10.3% | +6.0% | -16.3% | -12.3% |
| 30D | -31.2% | +20.0% | -51.2% | -35.8% |
| 3M | -34.7% | +10.1% | -44.8% | -37.8% |
| 6M | -39.5% | -4.3% | -35.2% | -40.1% |
| YTD | -1.7% | -18.4% | +16.7% | +3.3% |
| 1Y | -1.1% | -20.1% | +19.0% | +4.7% |
| 3Y | +143.9% | -30.4% | +174.3% | +169.1% |
| 5Y | +194.8% | -17.0% | +211.8% | +194.3% |
| All | +725.3% | +398.2% | +327.1% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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