-23.9%
CPRT vs MET
+35.0%
-58.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +4.4% |
| 7D | +12.6% | +3.9% | +8.8% | +11.4% |
| 30D | +18.0% | +6.8% | +11.1% | +15.8% |
| 3M | +11.0% | +7.7% | +3.3% | +8.5% |
| 6M | -2.0% | +32.9% | -34.9% | -9.4% |
| YTD | -16.7% | +33.9% | -50.6% | -23.3% |
| 1Y | -23.9% | +33.0% | -56.9% | -30.1% |
| All | -23.9% | +35.0% | -58.9% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling