+79.1%
META vs CI
+54.1%
+24.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.8% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | -18.1% | +9.9% | -28.0% | -18.9% |
| 3M | +2.9% | +12.1% | -9.2% | +1.6% |
| 6M | +0.2% | +10.6% | -10.4% | -1.0% |
| YTD | -8.1% | +11.4% | -19.5% | -9.4% |
| 1Y | -4.5% | +18.8% | -23.3% | -6.5% |
| 3Y | +94.2% | +2.9% | +91.3% | +90.4% |
| 5Y | +79.1% | +54.5% | +24.6% | +34.4% |
| All | +79.1% | +54.1% | +24.9% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling