+95.1%
META vs CP
+26.5%
+68.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | -15.4% | +10.2% | -25.6% | -18.4% |
| 3M | +3.5% | +2.4% | +1.2% | +2.4% |
| 6M | -0.3% | +7.7% | -7.9% | -3.3% |
| YTD | -7.3% | +26.0% | -33.3% | -16.3% |
| 1Y | -1.1% | +34.6% | -35.7% | -13.1% |
| 3Y | +95.1% | +26.7% | +68.4% | +77.7% |
| All | +95.1% | +26.5% | +68.6% | +77.7% |
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