-5.7%
CPRT vs RCAT
+183.7%
-189.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.5% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | +16.6% | -3.3% | +20.0% | +16.7% |
| 3M | +9.6% | -43.2% | +52.8% | +11.1% |
| 6M | -11.1% | -43.2% | +32.1% | -10.3% |
| YTD | -13.9% | +5.5% | -19.4% | -15.3% |
| 1Y | -32.5% | -1.6% | -30.9% | -34.0% |
| 3Y | -25.0% | +773.7% | -798.7% | -36.0% |
| All | -5.7% | +183.7% | -189.4% | -18.2% |
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 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