+81.9%
META vs CPNG
-44.9%
+126.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.8% | +13.4% | -14.1% | -4.6% |
| 30D | -15.4% | +10.0% | -25.4% | -18.0% |
| 3M | +3.5% | -0.4% | +3.9% | +3.1% |
| 6M | -0.3% | -8.9% | +8.7% | +0.7% |
| YTD | -7.3% | -30.9% | +23.6% | +0.7% |
| 1Y | -1.1% | -43.8% | +42.7% | +14.5% |
| 3Y | +95.1% | -2.5% | +97.5% | +83.1% |
| All | +81.9% | -44.9% | +126.8% | +70.4% |
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