-17.3%
META vs CVE
+99.6%
-116.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +0.8% |
| 7D | +6.7% | +2.5% | +4.2% | +7.1% |
| 30D | +4.8% | +16.7% | -12.0% | +7.4% |
| 3M | -1.6% | +9.3% | -10.9% | +0.5% |
| 6M | -7.5% | +43.6% | -51.1% | -5.6% |
| YTD | -6.4% | +93.6% | -100.0% | -6.0% |
| 1Y | -17.3% | +98.8% | -116.1% | -17.0% |
| All | -17.3% | +99.6% | -116.9% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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