+1,563.7%
META vs CL
+176.1%
+1,387.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +0.6% |
| 7D | +2.9% | +7.7% | -4.9% | +0.8% |
| 30D | -15.1% | +15.2% | -30.3% | -18.5% |
| 3M | +7.2% | +7.3% | -0.1% | +4.9% |
| 6M | +3.4% | +17.0% | -13.6% | -1.7% |
| YTD | -4.3% | +28.0% | -32.3% | -11.9% |
| 1Y | +0.8% | +32.1% | -31.3% | -8.3% |
| 3Y | +102.2% | +41.5% | +60.7% | +73.0% |
| 5Y | +89.4% | +43.9% | +45.5% | +59.0% |
| 10Y | +426.7% | +79.8% | +346.9% | +291.5% |
| All | +1,563.7% | +176.1% | +1,387.6% | +978.4% |
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 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