+107.3%
META vs CCL
+53.4%
+53.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -5.0% | +11.8% | +8.3% |
| 30D | +4.8% | -20.3% | +25.1% | +11.7% |
| 3M | -1.6% | -15.1% | +13.5% | +2.8% |
| 6M | -7.5% | -15.1% | +7.6% | -4.1% |
| YTD | -6.4% | -21.8% | +15.4% | -1.4% |
| 1Y | -17.3% | -24.8% | +7.4% | -12.5% |
| All | +107.3% | +53.4% | +53.9% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling