+81.9%
META vs CARR
+6.3%
+75.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | -15.4% | -4.4% | -11.1% | -13.8% |
| 3M | +3.5% | -17.8% | +21.3% | +12.6% |
| 6M | -0.3% | -22.2% | +22.0% | +10.1% |
| YTD | -7.3% | +0.7% | -8.0% | -11.9% |
| 1Y | -1.1% | -5.9% | +4.9% | -2.7% |
| 3Y | +95.1% | +8.6% | +86.5% | +62.7% |
| All | +81.9% | +6.3% | +75.6% | +46.8% |
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