+1,511.3%
META vs CDE
-9.4%
+1,520.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.4% |
| 7D | -0.8% | +18.1% | -18.9% | -2.2% |
| 30D | -15.4% | -6.2% | -9.2% | -15.0% |
| 3M | +3.5% | -1.2% | +4.7% | +3.2% |
| 6M | -0.3% | -17.4% | +17.1% | +0.5% |
| YTD | -7.3% | -13.1% | +5.8% | -7.6% |
| 1Y | -1.1% | +7.3% | -8.3% | -3.2% |
| 3Y | +95.1% | +522.0% | -426.9% | +61.4% |
| 5Y | +80.6% | +123.2% | -42.6% | +56.0% |
| 10Y | +410.1% | +37.9% | +372.2% | +320.8% |
| All | +1,511.3% | -9.4% | +1,520.7% | +1,349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling