-22.2%
CPRT vs RCAT
-51.9%
+29.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -1.4% | +7.2% | -8.6% | -1.1% |
| 30D | +21.5% | -20.4% | +41.9% | +21.3% |
| 3M | +9.4% | -59.8% | +69.2% | +8.4% |
| 6M | -3.3% | -61.9% | +58.6% | -3.7% |
| YTD | -17.8% | -45.9% | +28.1% | -16.2% |
| 1Y | -22.2% | -50.5% | +28.3% | -20.9% |
| All | -22.2% | -51.9% | +29.7% | -20.9% |
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