+374.8%
META vs CAH
+305.1%
+69.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +6.7% | +5.4% | +1.3% | +5.5% |
| 30D | +4.8% | +3.3% | +1.4% | +4.0% |
| 3M | -1.6% | +22.8% | -24.4% | -6.0% |
| 6M | -7.5% | +11.3% | -18.7% | -9.7% |
| YTD | -6.4% | +21.1% | -27.5% | -10.5% |
| 1Y | -17.3% | +67.2% | -84.6% | -27.0% |
| 3Y | +109.9% | +195.6% | -85.7% | +58.8% |
| 5Y | +65.4% | +413.8% | -348.5% | +7.5% |
| All | +374.8% | +305.1% | +69.7% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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