+3,041.4%
RCL vs CPRT
+23,878.7%
-20,837.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -5.1% | +2.2% | -7.3% | -5.8% |
| 30D | -19.0% | +16.6% | -35.6% | -23.1% |
| 3M | -9.6% | +9.6% | -19.2% | -12.8% |
| 6M | -6.7% | -11.1% | +4.4% | -4.0% |
| YTD | -3.9% | -13.9% | +9.9% | -0.5% |
| 1Y | -25.1% | -32.5% | +7.4% | -16.2% |
| 3Y | +179.1% | -25.0% | +204.1% | +202.3% |
| 5Y | +243.3% | -7.4% | +250.7% | +250.9% |
| 10Y | +325.8% | +422.0% | -96.2% | +186.6% |
| All | +3,041.4% | +23,878.7% | -20,837.3% | +1,184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling