+107.3%
META vs CLF
-18.8%
+126.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +6.7% | +7.6% | -0.9% | +5.6% |
| 30D | +4.8% | -1.2% | +5.9% | +4.8% |
| 3M | -1.6% | -13.4% | +11.7% | +0.1% |
| 6M | -7.5% | +15.4% | -22.9% | -10.9% |
| YTD | -6.4% | -5.9% | -0.5% | -7.9% |
| 1Y | -17.3% | +18.8% | -36.2% | -22.8% |
| All | +107.3% | -18.8% | +126.1% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling