+62.8%
META vs CLS
+3,233.5%
-3,170.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +6.7% | +4.6% | +2.1% | +5.5% |
| 30D | +4.8% | -13.9% | +18.7% | +7.5% |
| 3M | -1.6% | -26.6% | +24.9% | +3.4% |
| 6M | -7.5% | +15.4% | -22.9% | -15.3% |
| YTD | -6.4% | +5.7% | -12.1% | -14.0% |
| 1Y | -17.3% | +41.1% | -58.5% | -32.5% |
| 3Y | +109.9% | +1,228.6% | -1,118.7% | -35.3% |
| All | +62.8% | +3,233.5% | -3,170.7% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling