+425.7%
META vs CNH
+134.0%
+291.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.9% | -5.8% | +2.2% |
| 7D | +5.7% | +8.6% | -2.8% | +3.4% |
| 30D | -10.8% | +12.6% | -23.3% | -13.6% |
| 3M | +8.4% | +17.5% | -9.1% | +3.1% |
| 6M | +5.4% | +18.1% | -12.7% | -0.4% |
| YTD | -2.6% | +40.4% | -43.0% | -13.1% |
| 1Y | +3.5% | +34.0% | -30.5% | -6.7% |
| 3Y | +102.0% | +35.3% | +66.7% | +77.4% |
| 5Y | +93.1% | -5.1% | +98.2% | +82.4% |
| 10Y | +425.7% | +124.0% | +301.6% | +299.1% |
| All | +425.7% | +134.0% | +291.7% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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