+404.3%
META vs CLF
+104.8%
+299.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | -0.8% | -19.6% | +18.8% | +2.4% |
| 30D | -15.4% | -5.0% | -10.4% | -15.2% |
| 3M | +3.5% | -6.3% | +9.8% | +3.7% |
| 6M | -0.3% | +2.8% | -3.1% | -2.8% |
| YTD | -7.3% | -13.7% | +6.4% | -8.2% |
| 1Y | -1.1% | +13.6% | -14.7% | -6.7% |
| 3Y | +95.1% | -34.0% | +129.0% | +90.0% |
| 5Y | +80.6% | -48.7% | +129.3% | +77.9% |
| All | +404.3% | +104.8% | +299.5% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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