In mammalian animal models, high-resolution kinematic tracking is restricted to brief sessions in constrained environments, limiting our ability to probe naturalistic behaviors and their neural underpinnings. To address this, we developed CAPTURE (Continuous Appendicular and Postural Tracking Using Retroreflector Embedding), a behavioral monitoring system that combines motion capture and deep learning to continuously track the 3D kinematics of a rat's head, trunk, and limbs for week-long timescales in freely behaving animals. CAPTURE realizes 10- to 100-fold gains in precision and robustness compared with existing convolutional network approaches to behavioral tracking. We demonstrate CAPTURE's ability to comprehensively profile the kinematics and sequential organization of natural rodent behavior, its variation across individuals, and its perturbation by drugs and disease, including identifying perseverative grooming states in a rat model of fragile X syndrome. CAPTURE significantly expands the range of behaviors and contexts that can be quantitatively investigated, opening the door to a new understanding of natural behavior and its neural basis.