+130.2%
META vs CIFR
-34.2%
+164.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.9% |
| 3M | +3.5% | -64.1% | +67.6% | +11.8% |
| 6M | -0.3% | -70.1% | +69.9% | +7.5% |
| 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% | +49.7% |
| 5Y | +80.6% | -26.2% | +106.8% | +22.7% |
| All | +130.2% | -34.2% | +164.4% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling