+1.9%
META vs CARR
-6.7%
+8.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.3% | -4.3% | +7.5% | +4.2% |
| 30D | -10.8% | -4.2% | -6.6% | -10.0% |
| 3M | +7.9% | -16.1% | +24.0% | +11.6% |
| 6M | +5.4% | -20.1% | +25.4% | +9.5% |
| YTD | -2.6% | +1.9% | -4.5% | -10.2% |
| 1Y | +1.9% | -6.1% | +7.9% | -2.7% |
| All | +1.9% | -6.7% | +8.6% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling