+62.8%
META vs CI
+42.7%
+20.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +6.7% | +1.3% | +5.4% | +6.6% |
| 30D | +4.8% | +4.4% | +0.3% | +4.2% |
| 3M | -1.6% | +0.7% | -2.3% | -1.8% |
| 6M | -7.5% | +0.3% | -7.8% | -7.7% |
| YTD | -6.4% | +3.8% | -10.2% | -7.0% |
| 1Y | -17.3% | -5.5% | -11.9% | -17.1% |
| 3Y | +109.9% | +8.1% | +101.8% | +99.7% |
| All | +62.8% | +42.7% | +20.1% | +25.6% |
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