+462.9%
META vs CPRT
+368.4%
+94.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.2% |
| 7D | +5.2% | -0.4% | +5.5% | +5.4% |
| 30D | -13.0% | +21.2% | -34.2% | -21.7% |
| 3M | +7.9% | +8.3% | -0.4% | +1.7% |
| 6M | +4.2% | -3.4% | +7.6% | +3.2% |
| YTD | -2.5% | -18.7% | +16.2% | +5.5% |
| 1Y | +5.6% | -23.5% | +29.1% | +18.1% |
| 3Y | +96.8% | -34.2% | +131.0% | +132.1% |
| 5Y | +90.0% | -18.2% | +108.2% | +92.1% |
| All | +462.9% | +368.4% | +94.5% | +196.8% |
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