+142.0%
META vs CIFR
-34.4%
+176.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.4% |
| 7D | +3.3% | -19.6% | +22.9% | +4.9% |
| 30D | -10.8% | -51.7% | +40.9% | -5.5% |
| 3M | +7.9% | -60.0% | +67.9% | +15.4% |
| 6M | +5.4% | -68.2% | +73.6% | +13.0% |
| YTD | -2.6% | -55.8% | +53.2% | -0.8% |
| 1Y | +1.9% | -66.8% | +68.6% | +6.1% |
| 3Y | +97.0% | +119.1% | -22.2% | +46.8% |
| 5Y | +97.6% | -25.3% | +122.9% | +34.2% |
| All | +142.0% | -34.4% | +176.4% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling