+1,527.5%
META vs CLF
-71.1%
+1,598.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | +6.7% | +7.6% | -0.9% | +5.9% |
| 30D | +4.8% | -1.2% | +5.9% | +4.8% |
| 3M | -1.6% | -13.4% | +11.7% | -0.8% |
| 6M | -7.5% | +15.4% | -22.9% | -9.7% |
| YTD | -6.4% | -5.9% | -0.5% | -7.3% |
| 1Y | -17.3% | +18.8% | -36.2% | -20.5% |
| 3Y | +109.9% | -19.4% | +129.3% | +103.6% |
| 5Y | +65.4% | -47.7% | +113.1% | +63.8% |
| 10Y | +391.8% | +130.4% | +261.4% | +325.2% |
| All | +1,527.5% | -71.1% | +1,598.6% | +1,285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling