+79.1%
META vs CVE
+148.3%
-69.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.2% | -3.6% |
| 7D | -3.1% | -14.1% | +11.0% | -1.4% |
| 30D | -18.1% | -11.6% | -6.5% | -16.9% |
| 3M | +2.9% | 0.0% | +2.8% | +2.4% |
| 6M | +0.2% | -8.4% | +8.6% | +0.6% |
| YTD | -8.1% | +65.9% | -74.0% | -17.2% |
| 1Y | -4.5% | +69.4% | -73.9% | -14.5% |
| 3Y | +94.2% | +55.9% | +38.3% | +70.5% |
| 5Y | +79.1% | +146.2% | -67.1% | +38.4% |
| All | +79.1% | +148.3% | -69.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling