+62.8%
META vs CARR
+13.8%
+49.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +6.7% | +1.6% | +5.1% | +6.0% |
| 30D | +4.8% | -8.7% | +13.5% | +9.0% |
| 3M | -1.6% | -12.6% | +10.9% | +3.5% |
| 6M | -7.5% | -1.5% | -5.9% | -9.3% |
| YTD | -6.4% | +14.3% | -20.7% | -15.4% |
| 1Y | -17.3% | -4.6% | -12.8% | -18.5% |
| 3Y | +109.9% | +7.3% | +102.6% | +82.9% |
| All | +62.8% | +13.8% | +49.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling