+1,497.9%
META vs CCL
+22.1%
+1,475.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.6% | -2.7% |
| 7D | -3.1% | +2.6% | -5.7% | -3.7% |
| 30D | -18.1% | +11.3% | -29.4% | -20.1% |
| 3M | +2.9% | +0.3% | +2.6% | +2.3% |
| 6M | +0.2% | +16.1% | -15.9% | -3.8% |
| YTD | -8.1% | -1.6% | -6.5% | -9.2% |
| 1Y | -4.5% | +11.8% | -16.3% | -8.5% |
| 3Y | +94.2% | +139.6% | -45.4% | +54.7% |
| 5Y | +79.1% | +21.3% | +57.8% | +52.1% |
| 10Y | +405.9% | -29.8% | +435.7% | +343.8% |
| All | +1,497.9% | +22.1% | +1,475.8% | +1,141.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling