+404.3%
META vs CCL
-30.2%
+434.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | +3.1% | -3.9% | -1.5% |
| 30D | -15.4% | +13.7% | -29.1% | -17.8% |
| 3M | +3.5% | +3.8% | -0.3% | +2.3% |
| 6M | -0.3% | +9.3% | -9.5% | -2.9% |
| YTD | -7.3% | -1.1% | -6.2% | -8.5% |
| 1Y | -1.1% | +14.6% | -15.6% | -5.7% |
| 3Y | +95.1% | +146.4% | -51.3% | +55.3% |
| 5Y | +80.6% | +21.9% | +58.7% | +52.8% |
| All | +404.3% | -30.2% | +434.5% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling