+677.7%
CAT vs CPRT
+386.2%
+291.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -6.3% | +4.0% | -10.3% | -7.6% |
| 30D | -26.8% | +18.2% | -45.0% | -31.3% |
| 3M | -30.0% | +9.2% | -39.2% | -33.1% |
| 6M | -34.6% | -4.8% | -29.8% | -35.0% |
| YTD | +2.9% | -17.5% | +20.4% | +7.8% |
| 1Y | +3.3% | -22.0% | +25.3% | +10.6% |
| 3Y | +153.7% | -33.7% | +187.4% | +186.6% |
| 5Y | +207.3% | -15.0% | +222.3% | +203.9% |
| All | +677.7% | +386.2% | +291.5% | +247.8% |
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