-11.1%
META vs CAI
-7.1%
-3.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +6.7% | -2.2% | +8.9% | +6.8% |
| 30D | +4.8% | +52.4% | -47.6% | +2.5% |
| 3M | -1.6% | +45.1% | -46.7% | -3.5% |
| 6M | -7.5% | +26.2% | -33.7% | -9.1% |
| YTD | -6.4% | -7.1% | +0.7% | -8.7% |
| 1Y | -17.3% | -31.0% | +13.7% | -20.8% |
| All | -11.1% | -7.1% | -3.9% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 all: compounded portfolio wealth divided by compounded CAI 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…
all analysis · Full analysis span regression · 6 months rolling