+93.7%
META vs CLBK
+27.8%
+65.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -0.2% | +2.2% | -2.3% | -0.7% |
| 30D | -15.4% | +5.0% | -20.3% | -16.3% |
| 3M | +5.0% | +3.3% | +1.8% | +4.1% |
| 6M | +5.2% | +29.6% | -24.4% | -1.6% |
| YTD | -4.5% | +62.1% | -66.6% | -15.7% |
| 1Y | +0.6% | +64.3% | -63.7% | -11.7% |
| 3Y | +93.1% | +55.6% | +37.5% | +66.2% |
| 5Y | +93.7% | +29.3% | +64.4% | +85.1% |
| All | +93.7% | +27.8% | +65.9% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling