+93.1%
META vs CCL
+28.4%
+64.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +1.0% | +3.8% |
| 7D | +5.7% | +3.1% | +2.7% | +4.6% |
| 30D | -10.8% | +17.5% | -28.3% | -15.4% |
| 3M | +8.4% | +6.8% | +1.6% | +5.5% |
| 6M | +5.4% | +18.7% | -13.3% | -1.4% |
| YTD | -2.6% | +3.0% | -5.6% | -5.8% |
| 1Y | +3.5% | +17.7% | -14.2% | -4.8% |
| 3Y | +102.0% | +155.6% | -53.6% | +36.6% |
| 5Y | +93.1% | +30.2% | +62.9% | +54.6% |
| All | +93.1% | +28.4% | +64.6% | +54.6% |
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