+79.1%
META vs CL
+43.3%
+35.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.1% | +5.9% | -9.0% | -3.0% |
| 30D | -18.1% | +13.8% | -31.9% | -18.1% |
| 3M | +2.9% | +6.4% | -3.6% | +3.0% |
| 6M | +0.2% | +15.6% | -15.4% | +0.3% |
| YTD | -8.1% | +27.9% | -36.0% | -8.4% |
| 1Y | -4.5% | +31.4% | -35.9% | -5.0% |
| 3Y | +94.2% | +41.4% | +52.8% | +81.9% |
| 5Y | +79.1% | +42.8% | +36.3% | +63.1% |
| All | +79.1% | +43.3% | +35.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling