-4.5%
META vs CB
+31.4%
-35.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -4.0% |
| 7D | -3.1% | +2.6% | -5.7% | -2.8% |
| 30D | -18.1% | +11.2% | -29.3% | -17.1% |
| 3M | +2.9% | +5.7% | -2.9% | +3.4% |
| 6M | +0.2% | +15.9% | -15.7% | +3.0% |
| YTD | -8.1% | +20.2% | -28.3% | -5.5% |
| 1Y | -4.5% | +32.4% | -36.9% | +0.7% |
| All | -4.5% | +31.4% | -35.9% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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