+1,593.8%
META vs CNC
+700.1%
+893.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | +3.3% | +4.0% | -0.7% | +2.4% |
| 30D | -10.8% | +7.4% | -18.1% | -12.0% |
| 3M | +7.9% | +5.4% | +2.5% | +6.6% |
| 6M | +5.4% | +25.4% | -20.0% | +0.9% |
| YTD | -2.6% | +70.6% | -73.2% | -12.2% |
| 1Y | +1.9% | +104.9% | -103.1% | -11.1% |
| 3Y | +97.0% | -2.3% | +99.3% | +87.4% |
| 5Y | +97.6% | -6.5% | +104.1% | +87.0% |
| 10Y | +436.0% | +153.3% | +282.8% | +315.5% |
| All | +1,593.8% | +700.1% | +893.7% | +1,066.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling