+93.4%
META vs CPRT
-29.5%
+123.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.9% |
| 7D | -3.1% | +9.9% | -13.0% | -5.0% |
| 30D | -18.1% | +21.1% | -39.2% | -21.4% |
| 3M | +2.9% | +12.3% | -9.5% | -0.2% |
| 6M | +0.2% | -2.0% | +2.2% | +1.0% |
| YTD | -8.1% | -17.0% | +8.9% | -2.7% |
| 1Y | -4.5% | -22.5% | +18.0% | +3.4% |
| All | +93.4% | -29.5% | +123.0% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling