+7,996.9%
CAT vs CPRT
+22,996.9%
-15,000.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.3% |
| 7D | -14.5% | +9.9% | -24.4% | -16.3% |
| 30D | -35.7% | +21.1% | -56.8% | -38.5% |
| 3M | -36.3% | +12.3% | -48.6% | -38.4% |
| 6M | -38.5% | -2.0% | -36.5% | -39.3% |
| YTD | -2.5% | -17.0% | +14.5% | -0.5% |
| 1Y | -1.9% | -22.5% | +20.6% | +1.6% |
| 3Y | +139.2% | -29.3% | +168.5% | +151.4% |
| 5Y | +192.1% | -15.6% | +207.7% | +192.7% |
| 10Y | +732.3% | +411.6% | +320.7% | +480.0% |
| All | +7,996.9% | +22,996.9% | -15,000.0% | +3,645.7% |
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