+375.1%
META vs CAG
-36.5%
+411.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.5% |
| 7D | +6.0% | -5.3% | +11.3% | +6.3% |
| 30D | +3.6% | +1.0% | +2.6% | +3.5% |
| 3M | +4.9% | +17.4% | -12.5% | +3.9% |
| 6M | -4.7% | -16.8% | +12.1% | -3.9% |
| YTD | -6.9% | -6.8% | -0.1% | -6.8% |
| 1Y | -18.2% | -15.4% | -2.8% | -17.7% |
| 3Y | +107.8% | -37.1% | +144.8% | +112.5% |
| 5Y | +63.9% | -41.3% | +105.2% | +68.2% |
| 10Y | +375.1% | -35.5% | +410.5% | +364.7% |
| All | +375.1% | -36.5% | +411.6% | +364.7% |
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