+93.4%
META vs CL
+41.3%
+52.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.1% | +5.9% | -9.0% | -2.1% |
| 30D | -18.1% | +13.8% | -31.9% | -16.2% |
| 3M | +2.9% | +6.4% | -3.6% | +4.3% |
| 6M | +0.2% | +15.6% | -15.4% | +3.3% |
| YTD | -8.1% | +27.9% | -36.0% | -3.3% |
| 1Y | -4.5% | +31.4% | -35.9% | +1.1% |
| All | +93.4% | +41.3% | +52.1% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling