-4.5%
META vs CF
+42.3%
-46.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.2% | -10.1% | -2.7% |
| 7D | -3.1% | +0.4% | -3.5% | -2.8% |
| 30D | -18.1% | +2.2% | -20.3% | -17.6% |
| 3M | +2.9% | +2.1% | +0.7% | +3.9% |
| 6M | +0.2% | -6.5% | +6.7% | 0.0% |
| YTD | -8.1% | +55.6% | -63.7% | -6.7% |
| 1Y | -4.5% | +42.3% | -46.8% | -1.2% |
| All | -4.5% | +42.3% | -46.8% | -1.2% |
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 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