-25.1%
RCL vs CPRT
-31.2%
+6.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | -5.1% | +2.2% | -7.3% | -5.5% |
| 30D | -19.0% | +16.6% | -35.6% | -22.2% |
| 3M | -9.6% | +9.6% | -19.2% | -11.9% |
| 6M | -6.7% | -11.1% | +4.4% | -3.0% |
| YTD | -3.9% | -13.9% | +9.9% | +0.4% |
| 1Y | -25.1% | -32.5% | +7.4% | -12.2% |
| All | -25.1% | -31.2% | +6.1% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling