+107.3%
META vs CLBK
+51.7%
+55.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +1.2% | +5.5% | +6.5% |
| 30D | +4.8% | +9.1% | -4.4% | +3.1% |
| 3M | -1.6% | +27.7% | -29.3% | -6.1% |
| 6M | -7.5% | +40.8% | -48.3% | -13.4% |
| YTD | -6.4% | +66.4% | -72.8% | -15.3% |
| 1Y | -17.3% | +72.4% | -89.7% | -26.0% |
| All | +107.3% | +51.7% | +55.6% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling