+379.6%
META vs CB
+218.6%
+161.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.5% |
| 7D | +6.7% | +0.5% | +6.2% | +6.6% |
| 30D | +4.8% | -3.1% | +7.9% | +5.7% |
| 3M | -1.6% | +9.0% | -10.6% | -4.3% |
| 6M | -7.5% | +2.9% | -10.3% | -8.6% |
| YTD | -6.4% | +10.1% | -16.5% | -9.6% |
| 1Y | -17.3% | +22.8% | -40.1% | -22.9% |
| 3Y | +109.9% | +73.8% | +36.1% | +71.3% |
| 5Y | +65.4% | +99.2% | -33.8% | +27.7% |
| All | +379.6% | +218.6% | +161.0% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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