+425.7%
META vs CI
+158.0%
+267.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -10.8% | +4.7% | -15.4% | -11.9% |
| 3M | +8.4% | +5.2% | +3.2% | +6.8% |
| 6M | +5.4% | +3.8% | +1.6% | +3.8% |
| YTD | -2.6% | +9.2% | -11.8% | -5.5% |
| 1Y | +3.5% | +14.3% | -10.7% | -0.8% |
| 3Y | +102.0% | +8.4% | +93.6% | +88.2% |
| 5Y | +93.1% | +50.0% | +43.0% | +57.1% |
| 10Y | +425.7% | +142.2% | +283.5% | +241.8% |
| All | +425.7% | +158.0% | +267.6% | +241.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling