+436.0%
META vs CAG
-38.9%
+474.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +3.3% | +6.6% | -3.4% | +3.0% |
| 30D | -10.8% | +13.9% | -24.7% | -11.3% |
| 3M | +7.9% | +4.0% | +3.9% | +7.6% |
| 6M | +5.4% | +10.0% | -4.6% | +4.8% |
| YTD | -2.6% | -6.1% | +3.6% | -2.6% |
| 1Y | +1.9% | -4.3% | +6.2% | +1.7% |
| 3Y | +97.0% | -34.6% | +131.5% | +100.4% |
| 5Y | +97.6% | -39.4% | +137.1% | +102.0% |
| 10Y | +436.0% | -34.2% | +470.2% | +411.8% |
| All | +436.0% | -38.9% | +474.9% | +411.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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