+1,563.7%
META vs CSGP
+366.0%
+1,197.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.3% |
| 7D | +2.9% | +18.3% | -15.4% | -4.5% |
| 30D | -15.1% | +17.8% | -32.9% | -22.4% |
| 3M | +7.2% | +9.3% | -2.0% | +0.5% |
| 6M | +3.4% | -7.9% | +11.3% | +3.1% |
| YTD | -4.3% | -51.5% | +47.2% | +25.3% |
| 1Y | +0.8% | -53.3% | +54.1% | +33.9% |
| 3Y | +102.2% | -57.9% | +160.1% | +169.8% |
| 5Y | +89.4% | -61.3% | +150.7% | +157.4% |
| 10Y | +426.7% | +77.5% | +349.2% | +215.6% |
| All | +1,563.7% | +366.0% | +1,197.7% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling