+436.0%
META vs CNP
+143.3%
+292.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +3.3% | -3.0% | +6.3% | +4.1% |
| 30D | -10.8% | +6.8% | -17.6% | -12.4% |
| 3M | +7.9% | +3.6% | +4.3% | +6.7% |
| 6M | +5.4% | 0.0% | +5.4% | +4.9% |
| YTD | -2.6% | +9.4% | -12.0% | -5.8% |
| 1Y | +1.9% | +6.8% | -5.0% | -0.8% |
| 3Y | +97.0% | +64.2% | +32.8% | +66.4% |
| 5Y | +97.6% | +76.0% | +21.6% | +61.8% |
| 10Y | +436.0% | +143.3% | +292.7% | +265.3% |
| All | +436.0% | +143.3% | +292.7% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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