+379.6%
META vs CNH
+162.8%
+216.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.1% |
| 7D | +6.7% | +23.3% | -16.6% | +0.9% |
| 30D | +4.8% | +33.5% | -28.7% | -3.3% |
| 3M | -1.6% | +32.7% | -34.3% | -9.3% |
| 6M | -7.5% | +22.2% | -29.6% | -13.4% |
| YTD | -6.4% | +57.7% | -64.1% | -18.7% |
| 1Y | -17.3% | +28.0% | -45.3% | -24.2% |
| 3Y | +109.9% | +11.5% | +98.4% | +95.6% |
| 5Y | +65.4% | +11.9% | +53.5% | +50.0% |
| All | +379.6% | +162.8% | +216.8% | +234.6% |
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