+55.4%
CCL vs CPRT
-25.5%
+80.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -5.0% | +2.2% | -7.3% | -6.2% |
| 30D | -20.3% | +16.6% | -37.0% | -27.1% |
| 3M | -15.1% | +9.6% | -24.7% | -20.1% |
| 6M | -15.1% | -11.1% | -4.0% | -9.3% |
| YTD | -21.8% | -13.9% | -7.9% | -15.6% |
| 1Y | -24.8% | -32.5% | +7.7% | -3.9% |
| All | +55.4% | -25.5% | +80.9% | +69.8% |
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