+462.9%
META vs CFG
+216.2%
+246.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +5.2% | +3.2% | +2.0% | +4.2% |
| 30D | -13.0% | +5.1% | -18.1% | -14.3% |
| 3M | +7.9% | -11.2% | +19.2% | +11.7% |
| 6M | +4.2% | +9.6% | -5.3% | +1.2% |
| YTD | -2.5% | +15.0% | -17.5% | -6.9% |
| 1Y | +5.6% | +29.9% | -24.3% | -2.8% |
| 3Y | +96.8% | +192.1% | -95.3% | +40.5% |
| 5Y | +90.0% | +62.3% | +27.7% | +57.6% |
| All | +462.9% | +216.2% | +246.7% | +303.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling