+1,497.9%
META vs CB
+562.3%
+935.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | -3.1% | +2.6% | -5.7% | -3.9% |
| 30D | -18.1% | +11.2% | -29.3% | -21.1% |
| 3M | +2.9% | +5.7% | -2.9% | +0.8% |
| 6M | +0.2% | +15.9% | -15.7% | -5.3% |
| YTD | -8.1% | +20.2% | -28.3% | -14.5% |
| 1Y | -4.5% | +32.4% | -36.9% | -14.3% |
| 3Y | +94.2% | +75.5% | +18.7% | +53.3% |
| 5Y | +79.1% | +105.5% | -26.4% | +31.2% |
| 10Y | +405.9% | +258.5% | +147.4% | +168.3% |
| All | +1,497.9% | +562.3% | +935.6% | +503.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling