+692.2%
META vs CFG
+396.4%
+295.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | -1.6% | +11.5% | -13.1% | -4.8% |
| 6M | -7.5% | +19.2% | -26.7% | -12.3% |
| YTD | -6.4% | +23.7% | -30.1% | -12.4% |
| 1Y | -17.3% | +38.8% | -56.2% | -25.4% |
| 3Y | +109.9% | +178.9% | -69.0% | +51.9% |
| 5Y | +65.4% | +101.8% | -36.4% | +30.1% |
| 10Y | +391.8% | +317.3% | +74.5% | +188.9% |
| All | +692.2% | +396.4% | +295.8% | +339.4% |
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