+101.4%
META vs CSGP
-57.8%
+159.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | +0.9% |
| 7D | +2.9% | +18.3% | -15.4% | +0.2% |
| 30D | -15.1% | +17.8% | -32.9% | -17.9% |
| 3M | +7.2% | +9.3% | -2.0% | +4.8% |
| 6M | +3.4% | -7.9% | +11.3% | +3.9% |
| YTD | -4.3% | -51.5% | +47.2% | +10.0% |
| 1Y | +0.8% | -53.3% | +54.1% | +17.0% |
| All | +101.4% | -57.8% | +159.2% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling