+95.1%
META vs CNI
+18.4%
+76.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.4% | +7.2% | -22.6% | -17.2% |
| 3M | +3.5% | -1.3% | +4.8% | +3.8% |
| 6M | -0.3% | +11.8% | -12.1% | -4.3% |
| YTD | -7.3% | +27.7% | -35.0% | -16.2% |
| 1Y | -1.1% | +33.5% | -34.6% | -12.3% |
| 3Y | +95.1% | +19.3% | +75.7% | +81.7% |
| All | +95.1% | +18.4% | +76.7% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling