+62.8%
META vs CSGP
-64.7%
+127.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.9% |
| 7D | +6.7% | -4.1% | +10.8% | +8.3% |
| 30D | +4.8% | +2.3% | +2.4% | +3.4% |
| 3M | -1.6% | -8.2% | +6.5% | +0.6% |
| 6M | -7.5% | -35.1% | +27.6% | +8.1% |
| YTD | -6.4% | -54.0% | +47.6% | +25.1% |
| 1Y | -17.3% | -65.3% | +48.0% | +25.8% |
| 3Y | +109.9% | -62.6% | +172.5% | +193.3% |
| All | +62.8% | -64.7% | +127.5% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling