+62.8%
META vs CLF
-47.7%
+110.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +6.7% | +7.6% | -0.9% | +5.2% |
| 30D | +4.8% | -1.2% | +5.9% | +4.8% |
| 3M | -1.6% | -13.4% | +11.7% | +0.3% |
| 6M | -7.5% | +15.4% | -22.9% | -12.0% |
| YTD | -6.4% | -5.9% | -0.5% | -8.4% |
| 1Y | -17.3% | +18.8% | -36.2% | -24.7% |
| 3Y | +109.9% | -19.4% | +129.3% | +94.0% |
| All | +62.8% | -47.7% | +110.5% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling