+404.3%
META vs CPRT
+398.2%
+6.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.7% |
| 7D | -0.8% | +6.0% | -6.8% | -3.9% |
| 30D | -15.4% | +20.0% | -35.4% | -23.6% |
| 3M | +3.5% | +10.1% | -6.6% | -3.3% |
| 6M | -0.3% | -4.3% | +4.0% | -0.7% |
| YTD | -7.3% | -18.4% | +11.1% | 0.0% |
| 1Y | -1.1% | -20.1% | +19.0% | +7.8% |
| 3Y | +95.1% | -30.4% | +125.5% | +122.2% |
| 5Y | +80.6% | -17.0% | +97.5% | +81.2% |
| All | +404.3% | +398.2% | +6.0% | +177.0% |
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