+146.4%
CCL vs CPRT
-30.7%
+177.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | +3.1% | +6.0% | -2.9% | +0.7% |
| 30D | +13.7% | +20.0% | -6.3% | +5.1% |
| 3M | +3.8% | +10.1% | -6.3% | -1.9% |
| 6M | +9.3% | -4.3% | +13.6% | +10.6% |
| YTD | -1.1% | -18.4% | +17.3% | +8.8% |
| 1Y | +14.6% | -20.1% | +34.6% | +27.8% |
| 3Y | +146.4% | -30.4% | +176.8% | +206.8% |
| All | +146.4% | -30.7% | +177.1% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling