-21.6%
CPRT vs RCAT
-53.5%
+31.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.4% | -9.8% | +1.8% |
| 7D | +1.6% | +1.1% | +0.5% | +1.8% |
| 30D | +18.8% | -22.0% | +40.8% | +18.6% |
| 3M | +9.4% | -51.1% | +60.5% | +8.8% |
| 6M | -4.4% | -56.6% | +52.2% | -4.7% |
| YTD | -17.1% | -43.3% | +26.1% | -15.4% |
| All | -21.6% | -53.5% | +31.8% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling