+62.8%
META vs CNC
+4.6%
+58.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +6.7% | +3.5% | +3.2% | +6.4% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | -1.6% | +6.9% | -8.6% | -2.2% |
| 6M | -7.5% | +49.0% | -56.5% | -10.3% |
| YTD | -6.4% | +62.9% | -69.3% | -10.0% |
| 1Y | -17.3% | +134.0% | -151.3% | -22.4% |
| 3Y | +109.9% | +9.4% | +100.5% | +102.2% |
| All | +62.8% | +4.6% | +58.2% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling