+62.8%
META vs CPNG
-49.0%
+111.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +6.7% | -7.4% | +14.1% | +9.1% |
| 30D | +4.8% | -4.4% | +9.2% | +6.0% |
| 3M | -1.6% | -7.5% | +5.9% | -0.5% |
| 6M | -7.5% | -19.9% | +12.5% | -3.0% |
| YTD | -6.4% | -35.2% | +28.8% | +4.1% |
| 1Y | -17.3% | -46.8% | +29.4% | -2.7% |
| 3Y | +109.9% | -20.2% | +130.1% | +110.2% |
| All | +62.8% | -49.0% | +111.8% | +65.1% |
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