+404.3%
META vs CPB
-38.3%
+442.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.8% | +8.0% | -8.8% | -0.9% |
| 30D | -15.4% | +22.4% | -37.8% | -15.6% |
| 3M | +3.5% | +2.5% | +1.0% | +3.6% |
| 6M | -0.3% | +12.2% | -12.5% | -0.3% |
| YTD | -7.3% | -12.8% | +5.5% | -6.9% |
| 1Y | -1.1% | -19.2% | +18.1% | -0.4% |
| 3Y | +95.1% | -35.6% | +130.6% | +96.6% |
| 5Y | +80.6% | -31.4% | +112.0% | +79.4% |
| All | +404.3% | -38.3% | +442.6% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling