+274.2%
RCL vs CPRT
-30.7%
+304.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.0% |
| 7D | +6.5% | +6.0% | +0.5% | +4.1% |
| 30D | +15.9% | +20.0% | -4.1% | +7.8% |
| 3M | +2.7% | +10.1% | -7.5% | -2.5% |
| 6M | +15.2% | -4.3% | +19.5% | +16.5% |
| YTD | +19.2% | -18.4% | +37.6% | +30.7% |
| 1Y | +31.6% | -20.1% | +51.7% | +46.0% |
| 3Y | +274.2% | -30.4% | +304.6% | +359.7% |
| All | +274.2% | -30.7% | +304.9% | +359.7% |
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