+404.3%
META vs CAH
+440.2%
-35.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -0.8% | +8.5% | -9.3% | -2.5% |
| 30D | -15.4% | +17.0% | -32.5% | -18.3% |
| 3M | +3.5% | +14.6% | -11.1% | +0.4% |
| 6M | -0.3% | +42.5% | -42.8% | -7.8% |
| YTD | -7.3% | +33.5% | -40.8% | -13.3% |
| 1Y | -1.1% | +38.5% | -39.6% | -8.2% |
| 3Y | +95.1% | +179.0% | -83.9% | +50.2% |
| 5Y | +80.6% | +507.2% | -426.6% | +12.5% |
| All | +404.3% | +440.2% | -35.9% | +210.8% |
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