+93.1%
META vs CPRT
-14.6%
+107.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.6% | +4.3% |
| 7D | +5.7% | +1.6% | +4.1% | +4.7% |
| 30D | -10.8% | +18.8% | -29.5% | -19.3% |
| 3M | +8.4% | +9.4% | -1.0% | +1.3% |
| 6M | +5.4% | -4.4% | +9.8% | +5.9% |
| YTD | -2.6% | -17.1% | +14.5% | +6.5% |
| 1Y | +3.5% | -19.9% | +23.4% | +15.6% |
| 3Y | +102.0% | -30.5% | +132.5% | +130.1% |
| 5Y | +93.1% | -15.9% | +109.0% | +64.5% |
| All | +93.1% | -14.6% | +107.7% | +64.5% |
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