+81.9%
META vs CG
-22.2%
+104.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.3% |
| 30D | -15.4% | +5.0% | -20.4% | -17.8% |
| 3M | +3.5% | -18.2% | +21.7% | +12.8% |
| 6M | -0.3% | -20.7% | +20.4% | +9.6% |
| YTD | -7.3% | -31.4% | +24.1% | +7.7% |
| 1Y | -1.1% | -22.3% | +21.2% | +7.1% |
| 3Y | +95.1% | +50.2% | +44.9% | +31.2% |
| All | +81.9% | -22.2% | +104.1% | +91.5% |
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