+447.1%
META vs CG
+274.5%
+172.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +1.0% |
| 7D | +3.1% | -1.5% | +4.6% | +3.7% |
| 30D | -18.2% | +5.7% | -23.9% | -20.5% |
| 3M | +7.8% | -17.9% | +25.7% | +16.5% |
| 6M | +3.6% | -20.2% | +23.8% | +12.7% |
| YTD | -5.3% | -32.0% | +26.7% | +9.0% |
| 1Y | +2.7% | -27.0% | +29.8% | +14.2% |
| 3Y | +91.5% | +42.8% | +48.7% | +46.4% |
| 5Y | +84.7% | -23.4% | +108.1% | +82.2% |
| All | +447.1% | +274.5% | +172.5% | +201.0% |
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