+324.8%
CCL vs CPRT
+22,620.0%
-22,295.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +3.1% | +6.0% | -2.9% | +1.5% |
| 30D | +13.7% | +20.0% | -6.3% | +7.9% |
| 3M | +3.8% | +10.1% | -6.3% | +0.4% |
| 6M | +9.3% | -4.3% | +13.6% | +9.5% |
| YTD | -1.1% | -18.4% | +17.3% | +3.4% |
| 1Y | +14.6% | -20.1% | +34.6% | +20.5% |
| 3Y | +146.4% | -30.4% | +176.8% | +169.8% |
| 5Y | +21.9% | -17.0% | +38.8% | +29.1% |
| 10Y | -29.4% | +403.2% | -432.7% | -48.2% |
| All | +324.8% | +22,620.0% | -22,295.2% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling