+62.8%
META vs CP
+32.0%
+30.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +6.7% | -2.7% | +9.4% | +8.1% |
| 30D | +4.8% | +0.2% | +4.6% | +4.5% |
| 3M | -1.6% | +2.6% | -4.2% | -3.2% |
| 6M | -7.5% | +6.0% | -13.4% | -10.9% |
| YTD | -6.4% | +24.9% | -31.3% | -17.9% |
| 1Y | -17.3% | +20.1% | -37.5% | -26.2% |
| 3Y | +109.9% | +16.4% | +93.5% | +85.3% |
| All | +62.8% | +32.0% | +30.8% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling