+3.3%
CAT vs CPRT
-20.5%
+23.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.5% |
| 7D | -6.3% | +4.0% | -10.3% | -5.0% |
| 30D | -26.8% | +18.2% | -45.0% | -22.5% |
| 3M | -30.0% | +9.2% | -39.2% | -27.0% |
| 6M | -34.6% | -4.8% | -29.8% | -32.0% |
| YTD | +2.9% | -17.5% | +20.4% | +5.9% |
| 1Y | +3.3% | -22.0% | +25.3% | +3.2% |
| All | +3.3% | -20.5% | +23.8% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling