+86.4%
META vs CG
-23.0%
+109.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +5.2% | +0.2% | +5.0% | +5.0% |
| 30D | -13.0% | +11.2% | -24.2% | -17.7% |
| 3M | +7.9% | -22.1% | +30.0% | +20.5% |
| 6M | +4.2% | -17.9% | +22.2% | +12.7% |
| YTD | -2.5% | -31.3% | +28.8% | +13.2% |
| 1Y | +5.6% | -24.0% | +29.5% | +15.8% |
| 3Y | +96.8% | +45.0% | +51.8% | +35.4% |
| All | +86.4% | -23.0% | +109.4% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling