-1.1%
META vs CAH
+38.8%
-39.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -0.8% | +8.5% | -9.3% | -2.7% |
| 30D | -15.4% | +17.0% | -32.5% | -18.6% |
| 3M | +3.5% | +14.6% | -11.1% | 0.0% |
| 6M | -0.3% | +42.5% | -42.8% | -8.6% |
| YTD | -7.3% | +33.5% | -40.8% | -12.1% |
| 1Y | -1.1% | +38.5% | -39.6% | -7.4% |
| All | -1.1% | +38.8% | -39.9% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling