+62.8%
META vs CF
+227.0%
-164.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.2% |
| 7D | +6.7% | +6.0% | +0.7% | +6.3% |
| 30D | +4.8% | +14.8% | -10.1% | +3.8% |
| 3M | -1.6% | +14.1% | -15.7% | -2.5% |
| 6M | -7.5% | +28.5% | -36.0% | -10.6% |
| YTD | -6.4% | +74.9% | -81.3% | -13.2% |
| 1Y | -17.3% | +61.7% | -79.0% | -22.7% |
| 3Y | +109.9% | +80.3% | +29.6% | +91.4% |
| All | +62.8% | +227.0% | -164.2% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling