+400.1%
META vs CSGP
+71.3%
+328.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.3% | -3.3% |
| 7D | -3.1% | +13.9% | -17.0% | -8.2% |
| 30D | -18.1% | +16.0% | -34.1% | -24.3% |
| 3M | +2.9% | +6.1% | -3.2% | -2.0% |
| 6M | +0.2% | -8.2% | +8.4% | +0.2% |
| YTD | -8.1% | -52.3% | +44.2% | +20.3% |
| 1Y | -4.5% | -54.5% | +50.0% | +27.4% |
| 3Y | +94.2% | -58.6% | +152.8% | +158.6% |
| 5Y | +79.1% | -61.5% | +140.6% | +140.1% |
| All | +400.1% | +71.3% | +328.8% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling