+386.9%
META vs CDE
+42.9%
+344.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +6.0% | +2.3% | +3.8% | +5.8% |
| 30D | +3.6% | +18.8% | -15.2% | +1.6% |
| 3M | +4.9% | +23.5% | -18.6% | +2.0% |
| 6M | -4.7% | -8.6% | +3.9% | -4.9% |
| YTD | -6.9% | +16.0% | -22.9% | -9.9% |
| 1Y | -18.2% | +42.1% | -60.2% | -23.1% |
| 3Y | +107.8% | +835.9% | -728.1% | +54.2% |
| 5Y | +63.9% | +197.6% | -133.7% | +31.2% |
| All | +386.9% | +42.9% | +344.0% | +269.1% |
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