+5.6%
META vs CLBK
+63.8%
-58.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +5.2% | +0.9% | +4.3% | +5.1% |
| 30D | -13.0% | +3.4% | -16.4% | -13.1% |
| 3M | +7.9% | -4.3% | +12.2% | +8.2% |
| 6M | +4.2% | +28.4% | -24.1% | +1.0% |
| YTD | -2.5% | +59.4% | -61.9% | -7.9% |
| 1Y | +5.6% | +64.8% | -59.2% | -0.1% |
| All | +5.6% | +63.8% | -58.3% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling