+107.3%
META vs CNP
+55.2%
+52.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +0.9% |
| 7D | +6.7% | +1.1% | +5.6% | +6.8% |
| 30D | +4.8% | -1.8% | +6.6% | +4.6% |
| 3M | -1.6% | -4.6% | +3.0% | -2.0% |
| 6M | -7.5% | -8.8% | +1.4% | -7.9% |
| YTD | -6.4% | +5.2% | -11.6% | -6.4% |
| 1Y | -17.3% | +8.3% | -25.7% | -17.3% |
| All | +107.3% | +55.2% | +52.1% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling