+107.3%
META vs CAPR
+40.5%
+66.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +6.7% | -2.0% | +8.7% | +6.7% |
| 30D | +4.8% | +139.2% | -134.4% | +4.2% |
| 3M | -1.6% | -66.4% | +64.7% | -1.6% |
| 6M | -7.5% | -63.1% | +55.7% | -7.4% |
| YTD | -6.4% | -67.4% | +61.0% | -6.3% |
| 1Y | -17.3% | +58.2% | -75.6% | -18.9% |
| All | +107.3% | +40.5% | +66.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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