+404.3%
META vs CAG
-38.1%
+442.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.9% |
| 7D | -0.8% | +5.8% | -6.6% | -1.1% |
| 30D | -15.4% | +16.4% | -31.8% | -16.1% |
| 3M | +3.5% | +3.8% | -0.3% | +3.3% |
| 6M | -0.3% | +10.8% | -11.1% | -0.9% |
| YTD | -7.3% | -5.8% | -1.5% | -7.3% |
| 1Y | -1.1% | -2.4% | +1.3% | -1.3% |
| 3Y | +95.1% | -33.4% | +128.5% | +98.4% |
| 5Y | +80.6% | -39.4% | +120.0% | +84.7% |
| All | +404.3% | -38.1% | +442.4% | +393.4% |
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