+677.8%
META vs CFG
+351.2%
+326.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.8% | -3.0% |
| 7D | -3.1% | -2.2% | -1.0% | -2.5% |
| 30D | -18.1% | +0.4% | -18.5% | -18.2% |
| 3M | +2.9% | -12.6% | +15.4% | +6.8% |
| 6M | +0.2% | +0.6% | -0.4% | -0.3% |
| YTD | -8.1% | +12.4% | -20.5% | -11.6% |
| 1Y | -4.5% | +27.7% | -32.2% | -11.6% |
| 3Y | +94.2% | +172.4% | -78.2% | +41.9% |
| 5Y | +79.1% | +64.0% | +15.1% | +48.8% |
| 10Y | +405.9% | +252.8% | +153.1% | +212.2% |
| All | +677.8% | +351.2% | +326.6% | +343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling