-18.2%
META vs CF
+60.9%
-79.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.4% |
| 7D | +6.0% | -0.9% | +7.0% | +5.9% |
| 30D | +3.6% | +18.1% | -14.5% | +6.6% |
| 3M | +4.9% | +23.4% | -18.5% | +8.8% |
| 6M | -4.7% | +17.1% | -21.8% | -2.9% |
| YTD | -6.9% | +76.2% | -83.1% | -8.2% |
| 1Y | -18.2% | +62.3% | -80.4% | -18.4% |
| All | -18.2% | +60.9% | -79.1% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling