+213.9%
CAT vs CPRT
-18.6%
+232.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +7.4% | -0.4% | +7.8% | +7.5% |
| 30D | -19.7% | +21.2% | -40.8% | -22.7% |
| 3M | -29.6% | +8.3% | -37.9% | -31.1% |
| 6M | -33.2% | -3.4% | -29.8% | -33.1% |
| YTD | +5.7% | -18.7% | +24.4% | +11.4% |
| 1Y | +9.3% | -23.5% | +32.9% | +17.7% |
| 3Y | +158.3% | -34.2% | +192.5% | +190.9% |
| All | +213.9% | -18.6% | +232.6% | +216.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling