+62.8%
META vs CTVA
+107.7%
-44.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | +4.9% | +1.8% | +5.8% |
| 30D | +4.8% | +11.9% | -7.2% | +2.6% |
| 3M | -1.6% | +13.7% | -15.3% | -4.7% |
| 6M | -7.5% | +13.1% | -20.6% | -10.5% |
| YTD | -6.4% | +32.0% | -38.4% | -12.8% |
| 1Y | -17.3% | +22.1% | -39.4% | -21.9% |
| 3Y | +109.9% | +77.5% | +32.4% | +80.6% |
| All | +62.8% | +107.7% | -44.9% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling