+93.4%
META vs CLS
+699.8%
-606.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.0% | +9.1% | -1.9% |
| 7D | -3.1% | -27.3% | +24.2% | +1.6% |
| 30D | -18.1% | -47.0% | +28.9% | -10.0% |
| 3M | +2.9% | -43.3% | +46.2% | +11.2% |
| 6M | +0.2% | -50.8% | +51.0% | +9.3% |
| YTD | -8.1% | -30.4% | +22.3% | -8.3% |
| 1Y | -4.5% | -41.7% | +37.1% | -2.2% |
| All | +93.4% | +699.8% | -606.4% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling