+462.9%
META vs CLS
+1,916.3%
-1,453.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.4% | +8.3% | +4.1% |
| 7D | +5.2% | +16.3% | -11.1% | +1.6% |
| 30D | -13.0% | -25.7% | +12.7% | -8.1% |
| 3M | +7.9% | -30.9% | +38.8% | +15.1% |
| 6M | +4.2% | -35.5% | +39.7% | +9.8% |
| YTD | -2.5% | -18.7% | +16.2% | -5.7% |
| 1Y | +5.6% | -17.9% | +23.5% | +0.7% |
| 3Y | +96.8% | +838.1% | -741.3% | -14.4% |
| 5Y | +90.0% | +1,971.9% | -1,881.9% | -35.1% |
| All | +462.9% | +1,916.3% | -1,453.3% | +61.1% |
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