+404.3%
META vs CLS
+1,628.1%
-1,223.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.8% | -22.2% | +21.4% | +4.4% |
| 30D | -15.4% | -44.4% | +29.0% | -4.8% |
| 3M | +3.5% | -34.3% | +37.8% | +11.6% |
| 6M | -0.3% | -50.1% | +49.8% | +11.5% |
| YTD | -7.3% | -30.1% | +22.8% | -7.1% |
| 1Y | -1.1% | -39.3% | +38.3% | +1.3% |
| 3Y | +95.1% | +732.7% | -637.7% | -13.0% |
| 5Y | +80.6% | +1,777.2% | -1,696.6% | -36.9% |
| All | +404.3% | +1,628.1% | -1,223.8% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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