+5.6%
META vs CCL
+10.1%
-4.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +5.2% | -1.2% | +6.4% | +5.5% |
| 30D | -13.0% | +13.1% | -26.1% | -15.9% |
| 3M | +7.9% | +3.4% | +4.6% | +6.6% |
| 6M | +4.2% | +18.7% | -14.5% | -0.6% |
| YTD | -2.5% | -2.3% | -0.3% | -6.2% |
| 1Y | +5.6% | +14.2% | -8.6% | +2.1% |
| All | +5.6% | +10.1% | -4.5% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling