+86.4%
META vs CAH
+505.3%
-418.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | +5.2% | +3.5% | +1.7% | +4.6% |
| 30D | -13.0% | +13.5% | -26.5% | -14.8% |
| 3M | +7.9% | +21.8% | -13.9% | +4.4% |
| 6M | +4.2% | +51.5% | -47.3% | -2.8% |
| YTD | -2.5% | +38.1% | -40.6% | -7.8% |
| 1Y | +5.6% | +37.7% | -32.1% | -0.1% |
| 3Y | +96.8% | +179.6% | -82.8% | +55.9% |
| All | +86.4% | +505.3% | -418.9% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling