+79.1%
META vs CTAS
+113.7%
-34.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.2% |
| 7D | -3.1% | +3.8% | -6.9% | -5.4% |
| 30D | -18.1% | +15.5% | -33.6% | -25.5% |
| 3M | +2.9% | +12.7% | -9.9% | -5.3% |
| 6M | +0.2% | +34.5% | -34.3% | -19.0% |
| YTD | -8.1% | +21.3% | -29.4% | -20.5% |
| 1Y | -4.5% | +23.1% | -27.6% | -18.4% |
| 3Y | +94.2% | +79.3% | +14.8% | +10.3% |
| 5Y | +79.1% | +114.7% | -35.6% | -21.2% |
| All | +79.1% | +113.7% | -34.6% | -21.2% |
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