+380.4%
RCL vs CPRT
+398.2%
-17.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.5% |
| 7D | +6.5% | +6.0% | +0.5% | +2.3% |
| 30D | +15.9% | +20.0% | -4.1% | +1.6% |
| 3M | +2.7% | +10.1% | -7.5% | -6.4% |
| 6M | +15.2% | -4.3% | +19.5% | +14.6% |
| YTD | +19.2% | -18.4% | +37.6% | +32.3% |
| 1Y | +31.6% | -20.1% | +51.7% | +48.3% |
| 3Y | +274.2% | -30.4% | +304.6% | +355.3% |
| 5Y | +250.1% | -17.0% | +267.0% | +263.2% |
| All | +380.4% | +398.2% | -17.8% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling