+444.1%
META vs CF
+481.7%
-37.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +3.3% | +4.8% | -1.5% | +2.5% |
| 30D | -10.8% | +9.7% | -20.5% | -12.0% |
| 3M | +7.9% | +1.2% | +6.7% | +7.3% |
| 6M | +5.4% | +7.4% | -2.0% | +3.4% |
| YTD | -2.6% | +60.5% | -63.1% | -12.4% |
| 1Y | +1.9% | +50.7% | -48.9% | -7.4% |
| 3Y | +97.0% | +64.8% | +32.2% | +73.4% |
| 5Y | +97.6% | +115.8% | -18.2% | +58.8% |
| All | +444.1% | +481.7% | -37.6% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling