+0.8%
META vs CNC
+122.0%
-121.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.6% | -11.2% | +0.3% |
| 7D | +2.9% | +13.4% | -10.5% | +1.6% |
| 30D | -15.1% | +18.2% | -33.3% | -16.4% |
| 3M | +7.2% | +18.6% | -11.4% | +5.5% |
| 6M | +3.4% | +41.9% | -38.5% | +0.3% |
| YTD | -4.3% | +84.7% | -89.0% | -9.6% |
| 1Y | +0.8% | +110.5% | -109.7% | -5.9% |
| All | +0.8% | +122.0% | -121.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling