+93.1%
META vs CLS
+1,902.9%
-1,809.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.9% | -2.7% | +3.3% |
| 7D | +5.7% | -10.6% | +16.3% | +8.1% |
| 30D | -10.8% | -38.4% | +27.7% | -1.2% |
| 3M | +8.4% | -29.9% | +38.3% | +15.6% |
| 6M | +5.4% | -40.6% | +46.0% | +13.7% |
| YTD | -2.6% | -24.6% | +22.0% | -4.8% |
| 1Y | +3.5% | -30.8% | +34.3% | +1.9% |
| 3Y | +102.0% | +811.7% | -709.7% | -39.5% |
| 5Y | +93.1% | +1,838.4% | -1,745.4% | -64.3% |
| All | +93.1% | +1,902.9% | -1,809.8% | -64.3% |
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 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