-9.9%
CPRT vs MET
+82.8%
-92.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.5% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | +9.9% | -2.3% | +12.2% | +10.8% |
| 3M | +5.6% | +13.9% | -8.2% | +0.2% |
| 6M | -13.6% | +34.8% | -48.4% | -23.5% |
| YTD | -16.7% | +23.5% | -40.3% | -23.8% |
| 1Y | -33.1% | +23.4% | -56.5% | -39.0% |
| 3Y | -27.1% | +64.9% | -91.9% | -42.1% |
| 5Y | -9.9% | +82.0% | -91.9% | -32.7% |
| All | -9.9% | +82.8% | -92.6% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling