-24.8%
CCL vs CPRT
-31.2%
+6.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.0% | +2.2% | -7.3% | -5.5% |
| 30D | -20.3% | +16.6% | -37.0% | -23.6% |
| 3M | -15.1% | +9.6% | -24.7% | -17.5% |
| 6M | -15.1% | -11.1% | -4.0% | -12.7% |
| YTD | -21.8% | -13.9% | -7.9% | -19.7% |
| 1Y | -24.8% | -32.5% | +7.7% | -21.5% |
| All | -24.8% | -31.2% | +6.4% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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