+1,593.8%
META vs CDE
-10.5%
+1,604.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | +0.6% |
| 7D | +3.3% | +14.0% | -10.7% | +2.1% |
| 30D | -10.8% | -10.7% | 0.0% | -10.0% |
| 3M | +7.9% | -15.8% | +23.7% | +9.1% |
| 6M | +5.4% | -17.5% | +22.9% | +6.2% |
| YTD | -2.6% | -14.1% | +11.6% | -2.8% |
| 1Y | +1.9% | +2.9% | -1.1% | 0.0% |
| 3Y | +97.0% | +625.5% | -528.5% | +61.2% |
| 5Y | +97.6% | +117.1% | -19.5% | +71.1% |
| 10Y | +436.0% | +52.9% | +383.1% | +341.3% |
| All | +1,593.8% | -10.5% | +1,604.3% | +1,424.4% |
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