+62.8%
META vs CPRT
-7.1%
+69.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +6.7% | +2.2% | +4.5% | +5.3% |
| 30D | +4.8% | +16.6% | -11.9% | -4.8% |
| 3M | -1.6% | +9.6% | -11.2% | -8.2% |
| 6M | -7.5% | -11.1% | +3.7% | -1.5% |
| YTD | -6.4% | -13.9% | +7.5% | +0.9% |
| 1Y | -17.3% | -32.5% | +15.2% | +5.0% |
| 3Y | +109.9% | -25.0% | +135.0% | +128.3% |
| All | +62.8% | -7.1% | +69.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling