+8,069.8%
CAT vs CPRT
+22,620.0%
-14,550.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | -10.3% | +6.0% | -16.3% | -11.5% |
| 30D | -31.2% | +20.0% | -51.2% | -34.1% |
| 3M | -34.7% | +10.1% | -44.8% | -36.5% |
| 6M | -39.5% | -4.3% | -35.2% | -39.9% |
| YTD | -1.7% | -18.4% | +16.7% | +0.7% |
| 1Y | -1.1% | -20.1% | +19.0% | +1.7% |
| 3Y | +143.9% | -30.4% | +174.3% | +157.2% |
| 5Y | +194.8% | -17.0% | +211.8% | +196.3% |
| 10Y | +739.8% | +403.2% | +336.5% | +487.2% |
| All | +8,069.8% | +22,620.0% | -14,550.2% | +3,692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling