+436.0%
META vs CL
+78.1%
+357.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | +2.6% | +0.7% | +2.7% |
| 30D | -10.8% | +11.8% | -22.5% | -13.0% |
| 3M | +7.9% | +5.9% | +2.0% | +6.4% |
| 6M | +5.4% | +13.3% | -7.9% | +2.2% |
| YTD | -2.6% | +27.1% | -29.7% | -8.5% |
| 1Y | +1.9% | +28.0% | -26.1% | -4.6% |
| 3Y | +97.0% | +39.4% | +57.6% | +73.4% |
| 5Y | +97.6% | +40.8% | +56.9% | +71.7% |
| 10Y | +436.0% | +84.9% | +351.2% | +324.4% |
| All | +436.0% | +78.1% | +357.9% | +324.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling