-1.1%
META vs CNP
+7.1%
-8.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.3% |
| 7D | -0.8% | -4.2% | +3.4% | -2.2% |
| 30D | -15.4% | +5.5% | -20.9% | -14.0% |
| 3M | +3.5% | +0.6% | +2.9% | +3.8% |
| 6M | -0.3% | -2.8% | +2.6% | -0.8% |
| YTD | -7.3% | +7.9% | -15.2% | -4.4% |
| 1Y | -1.1% | +6.7% | -7.7% | +2.4% |
| All | -1.1% | +7.1% | -8.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling