+688.6%
CAT vs CPRT
+368.4%
+320.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +7.4% | -0.4% | +7.8% | +7.6% |
| 30D | -19.7% | +21.2% | -40.8% | -25.2% |
| 3M | -29.6% | +8.3% | -37.9% | -32.5% |
| 6M | -33.2% | -3.4% | -29.8% | -34.1% |
| YTD | +5.7% | -18.7% | +24.4% | +11.2% |
| 1Y | +9.3% | -23.5% | +32.9% | +18.0% |
| 3Y | +158.3% | -34.2% | +192.5% | +192.2% |
| 5Y | +211.6% | -18.2% | +229.8% | +213.3% |
| All | +688.6% | +368.4% | +320.2% | +257.2% |
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