+86.4%
META vs CPNG
-43.2%
+129.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +5.2% | -6.8% | +11.9% | +7.4% |
| 30D | -13.0% | +5.5% | -18.5% | -14.6% |
| 3M | +7.9% | -6.8% | +14.7% | +9.6% |
| 6M | +4.2% | -4.8% | +9.1% | +3.8% |
| YTD | -2.5% | -35.6% | +33.1% | +8.2% |
| 1Y | +5.6% | -46.8% | +52.3% | +24.4% |
| 3Y | +96.8% | -0.8% | +97.6% | +83.3% |
| All | +86.4% | -43.2% | +129.5% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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