+1,497.9%
META vs CP
+609.3%
+888.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -3.1% | +6.1% | -9.2% | -5.6% |
| 30D | -18.1% | +9.8% | -27.9% | -21.5% |
| 3M | +2.9% | +2.7% | +0.1% | +1.2% |
| 6M | +0.2% | +12.8% | -12.6% | -5.5% |
| YTD | -8.1% | +28.2% | -36.3% | -18.5% |
| 1Y | -4.5% | +34.1% | -38.7% | -17.1% |
| 3Y | +94.2% | +28.9% | +65.3% | +68.7% |
| 5Y | +79.1% | +27.1% | +52.0% | +56.1% |
| 10Y | +405.9% | +264.8% | +141.1% | +186.5% |
| All | +1,497.9% | +609.3% | +888.6% | +528.6% |
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