+5.6%
META vs CIFR
-58.8%
+64.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.1% |
| 7D | +5.2% | +4.8% | +0.4% | +4.9% |
| 30D | -13.0% | -31.0% | +18.0% | -11.9% |
| 3M | +7.9% | -58.7% | +66.7% | +11.0% |
| 6M | +4.2% | -67.7% | +71.9% | +7.8% |
| YTD | -2.5% | -53.5% | +51.0% | -3.7% |
| 1Y | +5.6% | -54.1% | +59.6% | +3.4% |
| All | +5.6% | -58.8% | +64.4% | +3.4% |
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