+1,497.9%
META vs CG
+302.1%
+1,195.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.6% | -1.4% |
| 7D | -3.1% | -1.5% | -1.6% | -2.6% |
| 30D | -18.1% | +2.8% | -20.9% | -19.3% |
| 3M | +2.9% | -19.2% | +22.1% | +11.0% |
| 6M | +0.2% | -21.0% | +21.1% | +8.4% |
| YTD | -8.1% | -31.0% | +22.9% | +3.7% |
| 1Y | -4.5% | -21.1% | +16.5% | +1.7% |
| 3Y | +94.2% | +48.8% | +45.4% | +53.2% |
| 5Y | +79.1% | -21.5% | +100.6% | +76.7% |
| 10Y | +405.9% | +298.1% | +107.8% | +192.3% |
| All | +1,497.9% | +302.1% | +1,195.8% | +909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling