+462.9%
META vs CTAS
+812.5%
-349.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.2% |
| 7D | +5.2% | +1.7% | +3.4% | +4.2% |
| 30D | -13.0% | +8.4% | -21.4% | -16.8% |
| 3M | +7.9% | +13.0% | -5.1% | +0.9% |
| 6M | +4.2% | +39.1% | -34.8% | -13.3% |
| YTD | -2.5% | +21.2% | -23.8% | -13.1% |
| 1Y | +5.6% | +21.6% | -16.0% | -6.1% |
| 3Y | +96.8% | +73.2% | +23.5% | +41.2% |
| 5Y | +90.0% | +115.7% | -25.7% | +21.2% |
| All | +462.9% | +812.5% | -349.5% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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