+0.8%
META vs CIFR
-69.0%
+69.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -20.0% | +21.4% | +2.4% |
| 7D | +2.9% | -26.7% | +29.6% | +4.1% |
| 30D | -15.1% | -58.0% | +42.9% | -12.1% |
| 3M | +7.2% | -68.1% | +75.3% | +12.1% |
| 6M | +3.4% | -63.7% | +67.1% | +6.0% |
| YTD | -4.3% | -56.0% | +51.6% | -5.0% |
| 1Y | +0.8% | -71.1% | +71.9% | +3.7% |
| All | +0.8% | -69.0% | +69.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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