+95.1%
META vs CPRT
-30.7%
+125.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | -0.8% | +6.0% | -6.8% | -2.0% |
| 30D | -15.4% | +20.0% | -35.4% | -18.8% |
| 3M | +3.5% | +10.1% | -6.6% | +0.8% |
| 6M | -0.3% | -4.3% | +4.0% | +1.0% |
| YTD | -7.3% | -18.4% | +11.1% | -1.6% |
| 1Y | -1.1% | -20.1% | +19.0% | +5.6% |
| 3Y | +95.1% | -30.4% | +125.5% | +109.1% |
| All | +95.1% | -30.7% | +125.7% | +109.1% |
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 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