+62.8%
META vs CHD
+23.9%
+38.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -2.7% | +9.4% | +6.8% |
| 30D | +4.8% | -4.6% | +9.4% | +5.0% |
| 3M | -1.6% | +5.0% | -6.7% | -1.7% |
| 6M | -7.5% | -3.2% | -4.2% | -7.4% |
| YTD | -6.4% | +18.6% | -25.0% | -7.0% |
| 1Y | -17.3% | +4.8% | -22.2% | -17.3% |
| 3Y | +109.9% | +6.1% | +103.8% | +104.9% |
| All | +62.8% | +23.9% | +38.9% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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