+400.1%
META vs CF
+557.2%
-157.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.1% | -4.8% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | -18.1% | +2.2% | -20.3% | -18.5% |
| 3M | +2.9% | +2.1% | +0.7% | +2.1% |
| 6M | +0.2% | -6.5% | +6.7% | +0.3% |
| YTD | -8.1% | +55.6% | -63.7% | -16.9% |
| 1Y | -4.5% | +42.3% | -46.8% | -12.4% |
| 3Y | +94.2% | +55.7% | +38.4% | +72.7% |
| 5Y | +79.1% | +122.4% | -43.4% | +43.1% |
| All | +400.1% | +557.2% | -157.1% | +238.0% |
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