+379.6%
META vs CG
+359.8%
+19.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | +6.7% | -4.3% | +11.0% | +8.7% |
| 30D | +4.8% | -5.1% | +9.8% | +6.9% |
| 3M | -1.6% | +8.7% | -10.3% | -5.7% |
| 6M | -7.5% | -9.2% | +1.8% | -4.7% |
| YTD | -6.4% | -18.9% | +12.5% | +0.4% |
| 1Y | -17.3% | -25.6% | +8.3% | -8.4% |
| 3Y | +109.9% | +57.3% | +52.7% | +55.2% |
| 5Y | +65.4% | +10.2% | +55.2% | +40.9% |
| All | +379.6% | +359.8% | +19.8% | +139.1% |
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