+2.6%
META vs CIFR
-57.0%
+59.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +3.1% | +28.8% | -25.8% | +1.7% |
| 30D | -18.2% | -36.9% | +18.7% | -17.0% |
| 3M | +7.8% | -60.0% | +67.8% | +11.0% |
| 6M | +3.6% | -64.4% | +68.0% | +6.5% |
| YTD | -5.3% | -51.6% | +46.3% | -6.6% |
| All | +2.6% | -57.0% | +59.6% | +0.3% |
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