+444.1%
META vs CAH
+410.3%
+33.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +3.3% | +9.4% | -6.2% | +1.2% |
| 30D | -10.8% | +16.5% | -27.3% | -13.7% |
| 3M | +7.9% | +17.0% | -9.1% | +4.2% |
| 6M | +5.4% | +51.4% | -46.0% | -4.0% |
| YTD | -2.6% | +36.0% | -38.5% | -9.3% |
| 1Y | +1.9% | +36.0% | -34.1% | -5.2% |
| 3Y | +97.0% | +177.5% | -80.5% | +51.4% |
| 5Y | +97.6% | +509.2% | -411.5% | +22.3% |
| All | +444.1% | +410.3% | +33.8% | +221.5% |
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