-14.3%
META vs CDE
+44.5%
-58.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +4.9% | +6.4% |
| 7D | +10.3% | -2.0% | +12.2% | +10.5% |
| 30D | +9.9% | +15.7% | -5.8% | +7.9% |
| 3M | +11.9% | +30.5% | -18.6% | +8.0% |
| 6M | +1.2% | -7.4% | +8.5% | +0.2% |
| YTD | -0.8% | +17.9% | -18.7% | -3.9% |
| 1Y | -14.3% | +46.7% | -61.1% | -17.1% |
| All | -14.3% | +44.5% | -58.8% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling