+330.6%
META vs CARR
+425.9%
-95.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.5% | +7.1% |
| 7D | +10.3% | +0.6% | +9.6% | +10.0% |
| 30D | +9.9% | -8.7% | +18.5% | +12.9% |
| 3M | +11.9% | -18.4% | +30.3% | +18.4% |
| 6M | +1.2% | -0.6% | +1.8% | -0.2% |
| YTD | -0.8% | +10.9% | -11.7% | -5.8% |
| 1Y | -14.3% | -7.3% | -7.1% | -14.1% |
| 3Y | +121.4% | +2.9% | +118.5% | +110.8% |
| 5Y | +74.5% | +9.6% | +64.8% | +55.3% |
| All | +330.6% | +425.9% | -95.3% | +244.0% |
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