+1,527.5%
META vs CP
+591.5%
+936.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | -2.7% | +9.4% | +7.9% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | -1.6% | +2.6% | -4.2% | -2.9% |
| 6M | -7.5% | +6.0% | -13.4% | -10.3% |
| YTD | -6.4% | +24.9% | -31.3% | -15.8% |
| 1Y | -17.3% | +20.1% | -37.5% | -24.5% |
| 3Y | +109.9% | +16.4% | +93.5% | +91.1% |
| 5Y | +65.4% | +31.7% | +33.6% | +42.3% |
| 10Y | +391.8% | +223.9% | +168.0% | +190.7% |
| All | +1,527.5% | +591.5% | +936.0% | +549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling