+5.6%
META vs CLX
+9.5%
-4.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.7% |
| 7D | +5.2% | +9.5% | -4.3% | +3.5% |
| 30D | -13.0% | +30.7% | -43.7% | -16.7% |
| 3M | +7.9% | +4.2% | +3.7% | +7.8% |
| 6M | +4.2% | +22.1% | -17.9% | +1.3% |
| YTD | -2.5% | +14.1% | -16.6% | -5.1% |
| 1Y | +5.6% | +10.3% | -4.7% | +3.8% |
| All | +5.6% | +9.5% | -4.0% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling