+93.4%
META vs CP
+28.7%
+64.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -3.1% | +6.1% | -9.2% | -5.1% |
| 30D | -18.1% | +9.8% | -27.9% | -20.8% |
| 3M | +2.9% | +2.7% | +0.1% | +1.6% |
| 6M | +0.2% | +12.8% | -12.6% | -4.5% |
| YTD | -8.1% | +28.2% | -36.3% | -17.4% |
| 1Y | -4.5% | +34.1% | -38.7% | -15.9% |
| All | +93.4% | +28.7% | +64.8% | +75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling