+404.3%
META vs CG
+290.3%
+114.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -15.4% | +5.0% | -20.4% | -17.6% |
| 3M | +3.5% | -18.2% | +21.7% | +12.1% |
| 6M | -0.3% | -20.7% | +20.4% | +8.7% |
| YTD | -7.3% | -31.4% | +24.1% | +6.3% |
| 1Y | -1.1% | -22.3% | +21.2% | +6.7% |
| 3Y | +95.1% | +50.2% | +44.9% | +45.8% |
| 5Y | +80.6% | -22.1% | +102.6% | +76.9% |
| All | +404.3% | +290.3% | +114.0% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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