+1,527.5%
META vs CNI
+294.3%
+1,233.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +6.7% | -2.1% | +8.8% | +7.9% |
| 30D | +4.8% | -3.3% | +8.0% | +6.5% |
| 3M | -1.6% | +3.8% | -5.4% | -4.0% |
| 6M | -7.5% | +12.7% | -20.1% | -14.2% |
| YTD | -6.4% | +26.3% | -32.7% | -18.7% |
| 1Y | -17.3% | +29.9% | -47.2% | -29.7% |
| 3Y | +109.9% | +15.9% | +94.0% | +86.8% |
| 5Y | +65.4% | +6.9% | +58.4% | +54.5% |
| 10Y | +391.8% | +126.8% | +265.0% | +198.7% |
| All | +1,527.5% | +294.3% | +1,233.2% | +687.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling