+11,775.4%
CAT vs CPRT
+23,878.7%
-12,103.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.2% |
| 30D | -6.6% | +16.6% | -23.2% | -9.8% |
| 3M | -13.3% | +9.6% | -22.9% | -15.7% |
| 6M | +11.6% | -11.1% | +22.7% | +13.3% |
| YTD | +42.9% | -13.9% | +56.8% | +45.7% |
| 1Y | +95.4% | -32.5% | +128.0% | +109.6% |
| 3Y | +196.6% | -25.0% | +221.6% | +209.9% |
| 5Y | +321.7% | -7.4% | +329.0% | +316.6% |
| 10Y | +1,140.8% | +422.0% | +718.8% | +765.7% |
| All | +11,775.4% | +23,878.7% | -12,103.2% | +5,384.6% |
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 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