+444.1%
META vs CPRT
+386.2%
+57.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.3% | +4.0% | -0.7% | +1.2% |
| 30D | -10.8% | +18.2% | -29.0% | -18.7% |
| 3M | +7.9% | +9.2% | -1.3% | +1.3% |
| 6M | +5.4% | -4.8% | +10.2% | +5.3% |
| YTD | -2.6% | -17.5% | +14.9% | +4.6% |
| 1Y | +1.9% | -22.0% | +23.9% | +12.7% |
| 3Y | +97.0% | -33.7% | +130.7% | +131.6% |
| 5Y | +97.6% | -15.0% | +112.6% | +96.1% |
| All | +444.1% | +386.2% | +57.9% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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