+95.1%
META vs CI
0.0%
+95.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +0.8% |
| 7D | -0.8% | -1.6% | +0.8% | -0.8% |
| 30D | -15.4% | +5.4% | -20.8% | -15.5% |
| 3M | +3.5% | +7.3% | -3.7% | +3.5% |
| 6M | -0.3% | +5.3% | -5.6% | -0.2% |
| YTD | -7.3% | +8.5% | -15.8% | -7.3% |
| 1Y | -1.1% | +17.1% | -18.2% | -0.9% |
| 3Y | +95.1% | +1.4% | +93.6% | +101.2% |
| All | +95.1% | 0.0% | +95.1% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling