+311.1%
META vs CARR
+395.6%
-84.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +3.1% | +2.2% | +0.9% | +2.4% |
| 30D | -18.2% | -0.8% | -17.4% | -18.1% |
| 3M | +7.8% | -13.4% | +21.3% | +12.4% |
| 6M | +3.6% | -16.4% | +20.0% | +8.4% |
| YTD | -5.3% | +4.5% | -9.8% | -8.6% |
| 1Y | +2.7% | -1.4% | +4.1% | +0.9% |
| 3Y | +91.5% | +10.0% | +81.5% | +78.7% |
| 5Y | +84.7% | +4.2% | +80.5% | +67.1% |
| All | +311.1% | +395.6% | -84.4% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling