+0.8%
META vs CI
+21.2%
-20.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -1.9% | +1.3% |
| 7D | +2.9% | +3.5% | -0.7% | +2.7% |
| 30D | -15.1% | +12.6% | -27.7% | -15.9% |
| 3M | +7.2% | +12.1% | -4.8% | +6.3% |
| 6M | +3.4% | +10.6% | -7.2% | +2.6% |
| YTD | -4.3% | +12.8% | -17.2% | -5.3% |
| 1Y | +0.8% | +18.0% | -17.2% | -0.2% |
| All | +0.8% | +21.2% | -20.4% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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