+462.9%
META vs CAH
+418.0%
+45.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | +5.2% | +3.5% | +1.7% | +4.4% |
| 30D | -13.0% | +13.5% | -26.5% | -15.4% |
| 3M | +7.9% | +21.8% | -13.9% | +3.3% |
| 6M | +4.2% | +51.5% | -47.3% | -5.0% |
| YTD | -2.5% | +38.1% | -40.6% | -9.6% |
| 1Y | +5.6% | +37.7% | -32.1% | -2.0% |
| 3Y | +96.8% | +179.6% | -82.8% | +51.0% |
| 5Y | +90.0% | +504.9% | -414.9% | +17.6% |
| All | +462.9% | +418.0% | +45.0% | +228.2% |
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