+322.9%
META vs CARR
+386.1%
-63.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.6% |
| 7D | +5.7% | -3.3% | +9.0% | +6.8% |
| 30D | -10.8% | -3.6% | -7.2% | -9.8% |
| 3M | +8.4% | -16.3% | +24.7% | +14.2% |
| 6M | +5.4% | -19.6% | +25.0% | +11.6% |
| YTD | -2.6% | +2.5% | -5.1% | -5.4% |
| 1Y | +3.5% | -5.8% | +9.3% | +3.2% |
| 3Y | +102.0% | +10.2% | +91.8% | +88.5% |
| 5Y | +93.1% | +4.7% | +88.4% | +75.3% |
| All | +322.9% | +386.1% | -63.2% | +245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling