+107.3%
META vs CIFR
+505.5%
-398.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | +6.7% | +16.9% | -10.2% | +5.6% |
| 30D | +4.8% | -5.2% | +9.9% | +4.8% |
| 3M | -1.6% | -30.6% | +28.9% | -0.5% |
| 6M | -7.5% | +10.6% | -18.1% | -10.1% |
| YTD | -6.4% | +20.2% | -26.6% | -10.3% |
| 1Y | -17.3% | +139.7% | -157.1% | -26.0% |
| All | +107.3% | +505.5% | -398.2% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling