+462.9%
META vs CDE
+57.8%
+405.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.1% |
| 7D | +5.2% | -9.6% | +14.8% | +6.2% |
| 30D | -13.0% | -6.7% | -6.3% | -12.5% |
| 3M | +7.9% | -24.2% | +32.2% | +10.6% |
| 6M | +4.2% | -29.1% | +33.3% | +6.9% |
| YTD | -2.5% | -21.5% | +19.0% | -2.0% |
| 1Y | +5.6% | -7.4% | +12.9% | +4.1% |
| 3Y | +96.8% | +596.3% | -499.5% | +50.7% |
| 5Y | +90.0% | +95.7% | -5.7% | +58.5% |
| All | +462.9% | +57.8% | +405.2% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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