+79.1%
META vs CPRT
-17.2%
+96.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.7% |
| 7D | -3.1% | +9.9% | -13.0% | -8.1% |
| 30D | -18.1% | +21.1% | -39.2% | -26.7% |
| 3M | +2.9% | +12.3% | -9.5% | -5.5% |
| 6M | +0.2% | -2.0% | +2.2% | -1.0% |
| YTD | -8.1% | -17.0% | +8.9% | +0.5% |
| 1Y | -4.5% | -22.5% | +18.0% | +9.2% |
| 3Y | +94.2% | -29.3% | +123.5% | +117.6% |
| 5Y | +79.1% | -15.6% | +94.7% | +52.1% |
| All | +79.1% | -17.2% | +96.3% | +52.1% |
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 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