+271.4%
META vs CLBK
+59.4%
+212.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -15.4% | +2.9% | -18.3% | -16.2% |
| 3M | +3.5% | +3.0% | +0.6% | +2.4% |
| 6M | -0.3% | +27.3% | -27.6% | -7.7% |
| YTD | -7.3% | +58.0% | -65.3% | -20.0% |
| 1Y | -1.1% | +62.4% | -63.5% | -15.5% |
| 3Y | +95.1% | +46.9% | +48.1% | +65.8% |
| 5Y | +80.6% | +25.3% | +55.3% | +61.2% |
| All | +271.4% | +59.4% | +212.0% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling