+62.8%
META vs CAG
-40.1%
+102.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +6.7% | -3.8% | +10.5% | +6.6% |
| 30D | +4.8% | +3.1% | +1.6% | +4.8% |
| 3M | -1.6% | +23.5% | -25.1% | -1.1% |
| 6M | -7.5% | -14.8% | +7.4% | -8.0% |
| YTD | -6.4% | -5.4% | -1.0% | -6.8% |
| 1Y | -17.3% | -11.8% | -5.5% | -17.7% |
| 3Y | +109.9% | -36.7% | +146.6% | +109.4% |
| All | +62.8% | -40.1% | +102.9% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling