+89.4%
META vs CVE
+157.6%
-68.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.6% | +9.1% | +2.4% |
| 7D | +2.9% | -12.1% | +14.9% | +4.4% |
| 30D | -15.1% | -9.8% | -5.3% | -14.1% |
| 3M | +7.2% | -0.7% | +8.0% | +6.9% |
| 6M | +3.4% | -4.3% | +7.7% | +3.2% |
| YTD | -4.3% | +70.6% | -74.9% | -14.1% |
| 1Y | +0.8% | +73.2% | -72.4% | -10.0% |
| 3Y | +102.2% | +60.3% | +41.8% | +76.8% |
| 5Y | +89.4% | +159.3% | -69.9% | +44.6% |
| All | +89.4% | +157.6% | -68.2% | +44.6% |
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