+415.3%
CPRT vs RCAT
-98.4%
+513.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.2% | -3.3% |
| 7D | +0.4% | +5.4% | -5.0% | +0.4% |
| 30D | +9.9% | -5.6% | +15.5% | +9.9% |
| 3M | +5.6% | -30.2% | +35.9% | +5.8% |
| 6M | -13.6% | -43.4% | +29.8% | -13.5% |
| YTD | -16.7% | +9.6% | -26.4% | -17.0% |
| 1Y | -33.1% | -2.0% | -31.2% | -33.3% |
| 3Y | -27.1% | +825.0% | -852.1% | -28.4% |
| 5Y | -9.9% | +199.8% | -209.7% | -11.4% |
| 10Y | +415.3% | -98.4% | +513.7% | +405.2% |
| All | +415.3% | -98.4% | +513.7% | +405.2% |
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