+376.0%
CPRT vs MET
+202.5%
+173.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +21.5% | +3.4% | +18.1% | +19.8% |
| 3M | +9.4% | +7.0% | +2.5% | +6.2% |
| 6M | -3.3% | +34.6% | -37.9% | -15.0% |
| YTD | -17.8% | +34.0% | -51.8% | -27.9% |
| 1Y | -22.2% | +35.9% | -58.1% | -32.3% |
| 3Y | -34.0% | +85.5% | -119.5% | -50.7% |
| 5Y | -15.4% | +87.8% | -103.2% | -38.1% |
| 10Y | +376.0% | +199.7% | +176.3% | +141.5% |
| All | +376.0% | +202.5% | +173.5% | +141.5% |
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