-27.1%
CPRT vs MET
+66.4%
-93.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.6% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | +9.9% | -2.3% | +12.2% | +10.7% |
| 3M | +5.6% | +13.9% | -8.2% | +0.7% |
| 6M | -13.6% | +34.8% | -48.4% | -22.6% |
| YTD | -16.7% | +23.5% | -40.3% | -23.2% |
| 1Y | -33.1% | +23.4% | -56.5% | -38.4% |
| 3Y | -27.1% | +64.9% | -91.9% | -40.8% |
| All | -27.1% | +66.4% | -93.5% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling