+1,497.9%
META vs CL
+175.9%
+1,322.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -3.1% | +5.9% | -9.0% | -4.6% |
| 30D | -18.1% | +13.8% | -31.9% | -21.1% |
| 3M | +2.9% | +6.4% | -3.6% | +0.8% |
| 6M | +0.2% | +15.6% | -15.4% | -4.4% |
| YTD | -8.1% | +27.9% | -36.0% | -15.4% |
| 1Y | -4.5% | +31.4% | -35.9% | -13.0% |
| 3Y | +94.2% | +41.4% | +52.8% | +66.2% |
| 5Y | +79.1% | +42.8% | +36.3% | +50.9% |
| 10Y | +405.9% | +79.7% | +326.2% | +276.1% |
| All | +1,497.9% | +175.9% | +1,322.0% | +935.9% |
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