+80.4%
META vs CLX
-26.6%
+107.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -3.1% | +12.4% | -15.6% | -5.0% |
| 30D | -18.1% | +21.1% | -39.2% | -20.8% |
| 3M | +2.9% | -3.3% | +6.2% | +3.4% |
| 6M | +0.2% | +18.8% | -18.6% | -2.8% |
| YTD | -8.1% | +3.9% | -12.0% | -9.3% |
| 1Y | -4.5% | -3.8% | -0.7% | -4.6% |
| 3Y | +94.2% | -10.5% | +104.7% | +93.9% |
| All | +80.4% | -26.6% | +107.0% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling