+400.1%
META vs CLF
+101.4%
+298.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -12.2% | +8.3% | -2.1% |
| 7D | -3.1% | -21.0% | +17.9% | +0.3% |
| 30D | -18.1% | -8.0% | -10.1% | -17.4% |
| 3M | +2.9% | -10.9% | +13.8% | +3.8% |
| 6M | +0.2% | +5.8% | -5.6% | -2.8% |
| YTD | -8.1% | -15.1% | +7.0% | -8.8% |
| 1Y | -4.5% | +7.2% | -11.8% | -9.1% |
| 3Y | +94.2% | -34.2% | +128.3% | +89.2% |
| 5Y | +79.1% | -49.6% | +128.7% | +76.9% |
| All | +400.1% | +101.4% | +298.7% | +284.2% |
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