+375.1%
META vs CNC
+93.1%
+281.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.2% |
| 30D | +3.6% | -1.8% | +5.4% | +3.9% |
| 3M | +4.9% | -0.7% | +5.6% | +4.8% |
| 6M | -4.7% | +47.9% | -52.6% | -12.0% |
| YTD | -6.9% | +56.9% | -63.8% | -15.2% |
| 1Y | -18.2% | +123.9% | -142.1% | -30.7% |
| 3Y | +107.8% | -1.3% | +109.0% | +96.2% |
| 5Y | +63.9% | +2.8% | +61.2% | +49.1% |
| 10Y | +375.1% | +90.9% | +284.2% | +263.5% |
| All | +375.1% | +93.1% | +281.9% | +263.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling