+425.7%
META vs CG
+320.1%
+105.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +2.3% |
| 7D | +5.7% | +3.0% | +2.7% | +4.3% |
| 30D | -10.8% | +10.1% | -20.9% | -14.8% |
| 3M | +8.4% | -10.8% | +19.2% | +13.0% |
| 6M | +5.4% | -15.2% | +20.6% | +11.7% |
| YTD | -2.6% | -26.9% | +24.3% | +8.7% |
| 1Y | +3.5% | -17.0% | +20.6% | +8.5% |
| 3Y | +102.0% | +54.6% | +47.4% | +49.3% |
| 5Y | +93.1% | -16.7% | +109.8% | +83.8% |
| 10Y | +425.7% | +320.1% | +105.5% | +191.0% |
| All | +425.7% | +320.1% | +105.5% | +191.0% |
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