+81.9%
META vs CNH
-14.7%
+96.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | +0.1% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | -15.4% | -7.2% | -8.2% | -13.8% |
| 3M | +3.5% | +6.5% | -3.0% | +1.0% |
| 6M | -0.3% | +7.9% | -8.1% | -3.6% |
| YTD | -7.3% | +26.6% | -33.9% | -15.6% |
| 1Y | -1.1% | +13.8% | -14.8% | -7.2% |
| 3Y | +95.1% | +9.2% | +85.9% | +80.2% |
| All | +81.9% | -14.7% | +96.6% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling