+712.5%
CAT vs CPRT
+399.1%
+313.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.7% |
| 7D | -2.4% | +1.6% | -4.0% | -3.1% |
| 30D | -25.0% | +18.8% | -43.8% | -29.7% |
| 3M | -28.7% | +9.4% | -38.1% | -31.9% |
| 6M | -33.0% | -4.4% | -28.6% | -33.5% |
| YTD | +5.4% | -17.1% | +22.5% | +10.2% |
| 1Y | +7.3% | -19.9% | +27.2% | +13.6% |
| 3Y | +166.0% | -30.5% | +196.5% | +194.4% |
| 5Y | +210.1% | -15.9% | +226.0% | +208.6% |
| 10Y | +712.5% | +386.7% | +325.8% | +265.9% |
| All | +712.5% | +399.1% | +313.4% | +265.9% |
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