+375.1%
META vs CNI
+127.4%
+247.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +6.0% | +2.5% | +3.5% | +4.6% |
| 30D | +3.6% | -2.5% | +6.1% | +5.0% |
| 3M | +4.9% | +2.7% | +2.2% | +2.9% |
| 6M | -4.7% | +16.9% | -21.6% | -13.8% |
| YTD | -6.9% | +26.3% | -33.2% | -19.8% |
| 1Y | -18.2% | +31.1% | -49.3% | -31.4% |
| 3Y | +107.8% | +21.1% | +86.7% | +78.6% |
| 5Y | +63.9% | +11.0% | +52.9% | +49.2% |
| 10Y | +375.1% | +128.1% | +246.9% | +176.4% |
| All | +375.1% | +127.4% | +247.7% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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