-41.7%
CCL vs CPRT
+410.9%
-452.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -0.9% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -18.2% | +8.2% | -26.4% | -23.7% |
| 3M | -17.7% | +2.3% | -20.0% | -20.8% |
| 6M | -13.0% | -14.7% | +1.7% | -4.4% |
| YTD | -24.5% | -18.2% | -6.3% | -15.4% |
| 1Y | -26.9% | -33.4% | +6.4% | -4.4% |
| 3Y | +50.8% | -28.3% | +79.1% | +82.4% |
| 5Y | -0.9% | -9.8% | +8.9% | -0.5% |
| 10Y | -41.7% | +412.4% | -454.1% | -70.8% |
| All | -41.7% | +410.9% | -452.6% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling