+377.9%
CPRT vs MET
+201.0%
+176.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.8% |
| 7D | +4.0% | +1.8% | +2.2% | +3.2% |
| 30D | +18.2% | +4.8% | +13.4% | +15.9% |
| 3M | +9.2% | +6.2% | +3.0% | +6.3% |
| 6M | -4.8% | +33.8% | -38.6% | -16.1% |
| YTD | -17.5% | +33.3% | -50.8% | -27.5% |
| 1Y | -22.0% | +36.3% | -58.3% | -32.2% |
| 3Y | -33.7% | +84.6% | -118.3% | -50.4% |
| 5Y | -15.0% | +87.7% | -102.6% | -37.7% |
| All | +377.9% | +201.0% | +176.9% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling