+1,511.3%
META vs CAG
+30.2%
+1,481.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.0% |
| 7D | -0.8% | +5.8% | -6.6% | -1.4% |
| 30D | -15.4% | +16.4% | -31.8% | -16.8% |
| 3M | +3.5% | +3.8% | -0.3% | +2.9% |
| 6M | -0.3% | +10.8% | -11.1% | -1.6% |
| YTD | -7.3% | -5.8% | -1.5% | -7.3% |
| 1Y | -1.1% | -2.4% | +1.3% | -1.5% |
| 3Y | +95.1% | -33.4% | +128.5% | +101.3% |
| 5Y | +80.6% | -39.4% | +120.0% | +87.8% |
| 10Y | +410.1% | -37.5% | +447.6% | +410.1% |
| All | +1,511.3% | +30.2% | +1,481.1% | +1,307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling