+436.0%
META vs CPB
-40.9%
+476.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +3.3% | +2.9% | +0.4% | +3.2% |
| 30D | -10.8% | +17.6% | -28.3% | -10.9% |
| 3M | +7.9% | +2.0% | +5.9% | +8.0% |
| 6M | +5.4% | +11.6% | -6.2% | +5.4% |
| YTD | -2.6% | -13.8% | +11.2% | -2.1% |
| 1Y | +1.9% | -21.6% | +23.4% | +2.6% |
| 3Y | +97.0% | -35.8% | +132.8% | +98.3% |
| 5Y | +97.6% | -33.3% | +130.9% | +96.7% |
| 10Y | +436.0% | -39.4% | +475.5% | +434.3% |
| All | +436.0% | -40.9% | +476.9% | +434.3% |
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