+1,497.9%
META vs CNP
+230.1%
+1,267.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.3% | -3.3% |
| 7D | -3.1% | -5.3% | +2.2% | -1.7% |
| 30D | -18.1% | +3.7% | -21.8% | -19.0% |
| 3M | +2.9% | -1.1% | +3.9% | +2.9% |
| 6M | +0.2% | -7.1% | +7.3% | +1.7% |
| YTD | -8.1% | +6.0% | -14.1% | -10.4% |
| 1Y | -4.5% | +5.2% | -9.7% | -6.8% |
| 3Y | +94.2% | +57.5% | +36.6% | +65.4% |
| 5Y | +79.1% | +70.0% | +9.0% | +47.5% |
| 10Y | +405.9% | +137.8% | +268.1% | +248.5% |
| All | +1,497.9% | +230.1% | +1,267.8% | +813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling