-34.2%
CPRT vs RCAT
+331.8%
-366.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.5% |
| 7D | -0.4% | -5.9% | +5.6% | -0.3% |
| 30D | +21.2% | -19.7% | +40.8% | +21.5% |
| 3M | +8.3% | -62.9% | +71.2% | +10.0% |
| 6M | -3.4% | -59.6% | +56.2% | -2.3% |
| YTD | -18.7% | -52.1% | +33.4% | -18.6% |
| 1Y | -23.5% | -50.9% | +27.4% | -23.6% |
| 3Y | -34.2% | +333.8% | -367.9% | -36.3% |
| All | -34.2% | +331.8% | -366.0% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling