+11.6%
CAT vs CPRT
-12.1%
+23.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.9% |
| 7D | +1.7% | +2.2% | -0.5% | +2.5% |
| 30D | -6.6% | +16.6% | -23.2% | -0.4% |
| 3M | -13.3% | +9.6% | -22.9% | -8.8% |
| 6M | +11.6% | -11.1% | +22.7% | +20.6% |
| All | +11.6% | -12.1% | +23.7% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling