+93.1%
META vs CG
-16.4%
+109.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +2.0% |
| 7D | +5.7% | +3.0% | +2.7% | +4.2% |
| 30D | -10.8% | +10.1% | -20.9% | -15.1% |
| 3M | +8.4% | -10.8% | +19.2% | +13.5% |
| 6M | +5.4% | -15.2% | +20.6% | +12.3% |
| YTD | -2.6% | -26.9% | +24.3% | +9.9% |
| 1Y | +3.5% | -17.0% | +20.6% | +8.8% |
| 3Y | +102.0% | +54.6% | +47.4% | +34.7% |
| 5Y | +93.1% | -16.7% | +109.8% | +100.0% |
| All | +93.1% | -16.4% | +109.5% | +100.0% |
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 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