+1,497.9%
META vs CAG
+32.5%
+1,465.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.2% |
| 7D | -3.1% | +11.4% | -14.5% | -4.2% |
| 30D | -18.1% | +16.7% | -34.8% | -19.5% |
| 3M | +2.9% | +4.5% | -1.7% | +2.2% |
| 6M | +0.2% | +13.3% | -13.2% | -1.4% |
| YTD | -8.1% | -4.2% | -3.9% | -8.2% |
| 1Y | -4.5% | -2.9% | -1.6% | -4.9% |
| 3Y | +94.2% | -33.2% | +127.4% | +100.5% |
| 5Y | +79.1% | -38.4% | +117.5% | +85.9% |
| 10Y | +405.9% | -36.4% | +442.3% | +405.1% |
| All | +1,497.9% | +32.5% | +1,465.4% | +1,293.6% |
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