+350.2%
RCL vs CPRT
+411.2%
-61.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +2.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.9% |
| 30D | -17.3% | +9.9% | -27.3% | -23.7% |
| 3M | -2.8% | +5.6% | -8.4% | -8.7% |
| 6M | -4.4% | -13.6% | +9.2% | +4.0% |
| YTD | -4.2% | -16.7% | +12.6% | +6.0% |
| 1Y | -23.4% | -33.1% | +9.8% | +0.2% |
| 3Y | +179.4% | -27.1% | +206.4% | +231.5% |
| 5Y | +238.8% | -9.9% | +248.6% | +231.7% |
| 10Y | +350.2% | +415.3% | -65.1% | +77.9% |
| All | +350.2% | +411.2% | -61.0% | +77.9% |
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