-17.1%
CPRT vs RCAT
+46.9%
-64.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.6% | -20.3% | -2.1% |
| 7D | +6.0% | -12.7% | +18.8% | +6.3% |
| 30D | +20.0% | -34.3% | +54.3% | +21.3% |
| 3M | +10.1% | -53.4% | +63.5% | +12.3% |
| 6M | -4.3% | -62.0% | +57.6% | -2.3% |
| YTD | -18.4% | -49.1% | +30.7% | -18.3% |
| 1Y | -20.1% | -53.1% | +33.0% | -19.9% |
| 3Y | -30.4% | +318.7% | -349.1% | -40.3% |
| All | -17.1% | +46.9% | -64.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling