+22.8%
CCL vs CPRT
-17.4%
+40.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.7% |
| 7D | +3.1% | +6.0% | -2.9% | -1.3% |
| 30D | +13.7% | +20.0% | -6.3% | -1.4% |
| 3M | +3.8% | +10.1% | -6.3% | -6.3% |
| 6M | +9.3% | -4.3% | +13.6% | +9.3% |
| YTD | -1.1% | -18.4% | +17.3% | +12.6% |
| 1Y | +14.6% | -20.1% | +34.6% | +32.9% |
| 3Y | +146.4% | -30.4% | +176.8% | +201.7% |
| All | +22.8% | -17.4% | +40.3% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling