+425.7%
META vs CFG
+248.3%
+177.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +4.3% |
| 7D | +5.7% | +0.3% | +5.4% | +5.7% |
| 30D | -10.8% | +3.2% | -14.0% | -11.6% |
| 3M | +8.4% | -9.7% | +18.1% | +11.6% |
| 6M | +5.4% | +3.6% | +1.8% | +4.0% |
| YTD | -2.6% | +14.7% | -17.3% | -6.9% |
| 1Y | +3.5% | +29.6% | -26.1% | -4.6% |
| 3Y | +102.0% | +190.6% | -88.6% | +44.9% |
| 5Y | +93.1% | +67.1% | +26.0% | +59.4% |
| 10Y | +425.7% | +237.0% | +188.7% | +311.9% |
| All | +425.7% | +248.3% | +177.4% | +311.9% |
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