+62.8%
META vs CCL
+5.2%
+57.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -5.0% | +11.8% | +8.4% |
| 30D | +4.8% | -20.3% | +25.1% | +12.4% |
| 3M | -1.6% | -15.1% | +13.5% | +3.2% |
| 6M | -7.5% | -15.1% | +7.6% | -3.8% |
| YTD | -6.4% | -21.8% | +15.4% | -0.7% |
| 1Y | -17.3% | -24.8% | +7.4% | -12.1% |
| 3Y | +109.9% | +51.9% | +58.1% | +69.3% |
| All | +62.8% | +5.2% | +57.6% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling