+240.5%
RCL vs CPRT
-34.0%
+274.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -0.2% | -1.5% | +1.2% | +0.4% |
| 30D | +14.4% | +21.4% | -7.0% | +6.0% |
| 3M | +5.2% | +10.4% | -5.2% | -0.2% |
| 6M | +26.1% | -4.3% | +30.4% | +27.6% |
| YTD | +17.4% | -18.3% | +35.6% | +28.6% |
| 1Y | +24.7% | -22.5% | +47.2% | +41.0% |
| All | +240.5% | -34.0% | +274.5% | +328.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling