+462.9%
META vs CLX
+32.0%
+430.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +5.2% | +9.5% | -4.3% | +3.7% |
| 30D | -13.0% | +30.7% | -43.7% | -16.7% |
| 3M | +7.9% | +4.2% | +3.7% | +7.1% |
| 6M | +4.2% | +22.1% | -17.9% | +0.7% |
| YTD | -2.5% | +14.1% | -16.6% | -5.1% |
| 1Y | +5.6% | +10.3% | -4.7% | +3.3% |
| 3Y | +96.8% | -7.8% | +104.6% | +96.3% |
| 5Y | +90.0% | -20.8% | +110.9% | +92.3% |
| All | +462.9% | +32.0% | +430.9% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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