-1.1%
META vs CTVA
+26.9%
-28.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.7% |
| 7D | -0.8% | +2.2% | -3.0% | -0.5% |
| 30D | -15.4% | -17.6% | +2.2% | -17.4% |
| 3M | +3.5% | +3.4% | +0.1% | +4.6% |
| 6M | -0.3% | -2.6% | +2.3% | -0.6% |
| YTD | -7.3% | +19.1% | -26.4% | -12.5% |
| 1Y | -1.1% | +26.8% | -27.9% | -8.9% |
| All | -1.1% | +26.9% | -28.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling