+79.1%
META vs CLS
+1,823.7%
-1,744.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.0% | +9.1% | -1.0% |
| 7D | -3.1% | -27.3% | +24.2% | +3.8% |
| 30D | -18.1% | -47.0% | +28.9% | -6.2% |
| 3M | +2.9% | -43.3% | +46.2% | +14.9% |
| 6M | +0.2% | -50.8% | +51.0% | +13.1% |
| YTD | -8.1% | -30.4% | +22.3% | -8.6% |
| 1Y | -4.5% | -41.7% | +37.1% | -1.6% |
| 3Y | +94.2% | +701.4% | -607.2% | -39.1% |
| 5Y | +79.1% | +1,767.8% | -1,688.7% | -66.5% |
| All | +79.1% | +1,823.7% | -1,744.6% | -66.5% |
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