+108.3%
META vs CARR
+10.8%
+97.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +6.7% | +1.6% | +5.1% | +6.2% |
| 30D | +4.8% | -8.7% | +13.5% | +7.8% |
| 3M | -1.6% | -12.6% | +10.9% | +2.0% |
| 6M | -7.5% | -1.5% | -5.9% | -8.9% |
| YTD | -6.4% | +14.3% | -20.7% | -13.2% |
| 1Y | -17.3% | -4.6% | -12.8% | -18.2% |
| All | +108.3% | +10.8% | +97.5% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling