+62.8%
META vs CTAS
+113.1%
-50.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +6.7% | -1.8% | +8.5% | +8.0% |
| 30D | +4.8% | -0.2% | +5.0% | +4.8% |
| 3M | -1.6% | +11.7% | -13.3% | -9.4% |
| 6M | -7.5% | +0.7% | -8.2% | -8.7% |
| YTD | -6.4% | +7.4% | -13.8% | -12.0% |
| 1Y | -17.3% | -2.1% | -15.2% | -17.3% |
| 3Y | +109.9% | +62.9% | +47.0% | +27.5% |
| All | +62.8% | +113.1% | -50.3% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling