+462.9%
META vs CCL
-32.5%
+495.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +5.2% | -1.2% | +6.4% | +5.4% |
| 30D | -13.0% | +13.1% | -26.1% | -15.4% |
| 3M | +7.9% | +3.4% | +4.6% | +6.7% |
| 6M | +4.2% | +18.7% | -14.5% | -0.2% |
| YTD | -2.5% | -2.3% | -0.3% | -3.5% |
| 1Y | +5.6% | +14.2% | -8.6% | +0.8% |
| 3Y | +96.8% | +133.6% | -36.8% | +58.4% |
| 5Y | +90.0% | +33.5% | +56.5% | +59.1% |
| All | +462.9% | -32.5% | +495.4% | +395.7% |
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