+93.1%
META vs CMG
-0.9%
+94.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.3% | +3.5% |
| 7D | +5.7% | +8.6% | -2.9% | +1.9% |
| 30D | -10.8% | +13.1% | -23.9% | -15.9% |
| 3M | +8.4% | +9.0% | -0.6% | +2.8% |
| 6M | +5.4% | +10.0% | -4.6% | -3.5% |
| YTD | -2.6% | -3.4% | +0.8% | -5.4% |
| 1Y | +3.5% | +16.8% | -13.3% | -10.3% |
| 3Y | +102.0% | -14.7% | +116.7% | +86.4% |
| 5Y | +93.1% | -1.5% | +94.6% | +51.9% |
| All | +93.1% | -0.9% | +94.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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