+0.8%
META vs CL
+33.4%
-32.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.9% |
| 7D | +2.9% | +7.7% | -4.9% | +3.9% |
| 30D | -15.1% | +15.2% | -30.3% | -13.7% |
| 3M | +7.2% | +7.3% | -0.1% | +8.6% |
| 6M | +3.4% | +17.0% | -13.6% | +5.8% |
| YTD | -4.3% | +28.0% | -32.3% | -0.8% |
| 1Y | +0.8% | +32.1% | -31.3% | +4.7% |
| All | +0.8% | +33.4% | -32.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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