+425.7%
META vs CP
+261.0%
+164.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.1% |
| 7D | +5.7% | +2.8% | +2.9% | +4.3% |
| 30D | -10.8% | +11.3% | -22.1% | -15.5% |
| 3M | +8.4% | +2.9% | +5.6% | +6.5% |
| 6M | +5.4% | +9.8% | -4.4% | 0.0% |
| YTD | -2.6% | +28.5% | -31.1% | -15.3% |
| 1Y | +3.5% | +33.5% | -30.0% | -11.8% |
| 3Y | +102.0% | +31.9% | +70.1% | +68.9% |
| 5Y | +93.1% | +25.5% | +67.6% | +64.4% |
| 10Y | +425.7% | +257.6% | +168.1% | +168.5% |
| All | +425.7% | +261.0% | +164.7% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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