+1,527.5%
META vs CL
+146.8%
+1,380.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.4% |
| 7D | +6.7% | -2.2% | +8.9% | +7.4% |
| 30D | +4.8% | -4.8% | +9.6% | +6.2% |
| 3M | -1.6% | +4.9% | -6.5% | -3.3% |
| 6M | -7.5% | -5.7% | -1.8% | -6.3% |
| YTD | -6.4% | +14.4% | -20.8% | -10.9% |
| 1Y | -17.3% | +8.7% | -26.1% | -20.2% |
| 3Y | +109.9% | +30.0% | +79.9% | +83.5% |
| 5Y | +65.4% | +28.4% | +37.0% | +43.6% |
| 10Y | +391.8% | +50.1% | +341.7% | +291.4% |
| All | +1,527.5% | +146.8% | +1,380.7% | +991.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling