-17.3%
META vs CFG
+40.4%
-57.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +1.5% | +5.2% | +6.2% |
| 30D | +4.8% | -3.8% | +8.6% | +6.0% |
| 3M | -1.6% | +11.5% | -13.1% | -5.0% |
| 6M | -7.5% | +19.2% | -26.7% | -13.3% |
| YTD | -6.4% | +23.7% | -30.1% | -13.0% |
| 1Y | -17.3% | +38.8% | -56.2% | -25.8% |
| All | -17.3% | +40.4% | -57.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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