+462.9%
META vs CAG
-37.3%
+500.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.8% |
| 7D | +5.2% | -3.3% | +8.5% | +5.3% |
| 30D | -13.0% | +7.7% | -20.7% | -13.3% |
| 3M | +7.9% | -3.2% | +11.1% | +8.0% |
| 6M | +4.2% | +7.0% | -2.7% | +3.7% |
| YTD | -2.5% | -9.0% | +6.4% | -2.4% |
| 1Y | +5.6% | -9.6% | +15.2% | +5.7% |
| 3Y | +96.8% | -36.0% | +132.8% | +100.5% |
| 5Y | +90.0% | -40.9% | +130.9% | +94.4% |
| All | +462.9% | -37.3% | +500.2% | +435.4% |
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