+1,624.9%
META vs CNQ
+507.9%
+1,117.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.4% |
| 7D | +10.3% | -0.9% | +11.2% | +10.4% |
| 30D | +9.9% | +8.7% | +1.2% | +8.1% |
| 3M | +11.9% | +15.8% | -3.9% | +8.4% |
| 6M | +1.2% | +13.3% | -12.1% | -2.2% |
| YTD | -0.8% | +54.7% | -55.5% | -10.1% |
| 1Y | -14.3% | +69.5% | -83.9% | -23.9% |
| 3Y | +121.4% | +77.3% | +44.0% | +92.3% |
| 5Y | +74.5% | +290.3% | -215.9% | +27.6% |
| 10Y | +418.8% | +429.3% | -10.4% | +222.7% |
| All | +1,624.9% | +507.9% | +1,117.0% | +905.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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