+376.0%
CPRT vs RCAT
-99.7%
+475.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -1.4% | +7.2% | -8.6% | -1.4% |
| 30D | +21.5% | -20.4% | +41.9% | +21.6% |
| 3M | +9.4% | -59.8% | +69.2% | +9.9% |
| 6M | -3.3% | -61.9% | +58.6% | -3.0% |
| YTD | -17.8% | -45.9% | +28.1% | -17.8% |
| 1Y | -22.2% | -50.5% | +28.3% | -22.1% |
| 3Y | -34.0% | +387.5% | -421.5% | -35.0% |
| 5Y | -15.4% | +70.9% | -86.4% | -16.6% |
| 10Y | +376.0% | -99.7% | +475.7% | +372.0% |
| All | +376.0% | -99.7% | +475.7% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling