+102.6%
META vs CEG
+632.0%
-529.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.7% |
| 7D | +3.3% | +1.7% | +1.6% | +2.8% |
| 30D | -10.8% | -10.2% | -0.6% | -8.8% |
| 3M | +7.9% | -0.8% | +8.7% | +7.5% |
| 6M | +5.4% | -11.5% | +16.9% | +7.1% |
| YTD | -2.6% | -23.9% | +21.3% | +1.4% |
| 1Y | +1.9% | -25.4% | +27.3% | +6.3% |
| 3Y | +97.0% | +124.2% | -27.2% | +47.7% |
| All | +102.6% | +632.0% | -529.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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