+234.8%
RCL vs CPRT
-7.1%
+241.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.4% |
| 7D | -5.1% | +2.2% | -7.3% | -6.5% |
| 30D | -19.0% | +16.6% | -35.6% | -27.7% |
| 3M | -9.6% | +9.6% | -19.2% | -16.6% |
| 6M | -6.7% | -11.1% | +4.4% | 0.0% |
| YTD | -3.9% | -13.9% | +9.9% | +4.3% |
| 1Y | -25.1% | -32.5% | +7.4% | -1.6% |
| 3Y | +179.1% | -25.0% | +204.1% | +221.6% |
| All | +234.8% | -7.1% | +241.9% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling