+444.1%
META vs CCL
-29.2%
+473.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +3.3% | +5.8% | -2.5% | +2.0% |
| 30D | -10.8% | +17.3% | -28.0% | -13.9% |
| 3M | +7.9% | +11.3% | -3.4% | +5.0% |
| 6M | +5.4% | +18.5% | -13.1% | +0.9% |
| YTD | -2.6% | +2.8% | -5.4% | -4.6% |
| 1Y | +1.9% | +16.7% | -14.9% | -3.2% |
| 3Y | +97.0% | +146.0% | -49.1% | +56.8% |
| 5Y | +97.6% | +33.6% | +64.0% | +64.7% |
| All | +444.1% | -29.2% | +473.2% | +379.6% |
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