+62.8%
META vs CPB
-39.5%
+102.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +0.8% |
| 7D | +6.7% | -8.6% | +15.3% | +6.1% |
| 30D | +4.8% | -7.2% | +12.0% | +4.3% |
| 3M | -1.6% | +0.9% | -2.5% | -1.4% |
| 6M | -7.5% | -11.8% | +4.3% | -8.2% |
| YTD | -6.4% | -19.4% | +13.0% | -7.8% |
| 1Y | -17.3% | -30.4% | +13.0% | -19.5% |
| 3Y | +109.9% | -40.2% | +150.1% | +101.6% |
| All | +62.8% | -39.5% | +102.3% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling