+81.9%
META vs CIFR
-29.9%
+111.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +17.9% | -17.1% | -0.8% |
| 7D | -0.8% | -10.2% | +9.4% | -0.4% |
| 30D | -15.4% | -55.0% | +39.6% | -9.8% |
| 3M | +3.5% | -64.1% | +67.6% | +11.9% |
| 6M | -0.3% | -70.1% | +69.9% | +7.6% |
| YTD | -7.3% | -55.7% | +48.3% | -5.6% |
| 1Y | -1.1% | -69.9% | +68.8% | +4.0% |
| 3Y | +95.1% | +68.7% | +26.4% | +48.3% |
| All | +81.9% | -29.9% | +111.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling