+1,527.5%
META vs CLX
+109.7%
+1,417.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +6.7% | -9.2% | +15.9% | +8.6% |
| 30D | +4.8% | -11.0% | +15.8% | +7.0% |
| 3M | -1.6% | +5.0% | -6.7% | -2.6% |
| 6M | -7.5% | -18.8% | +11.3% | -4.3% |
| YTD | -6.4% | -4.4% | -2.0% | -6.2% |
| 1Y | -17.3% | -21.9% | +4.5% | -14.2% |
| 3Y | +109.9% | -32.8% | +142.7% | +122.1% |
| 5Y | +65.4% | -34.6% | +99.9% | +73.6% |
| 10Y | +391.8% | -4.7% | +396.5% | +370.0% |
| All | +1,527.5% | +109.7% | +1,417.8% | +1,395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling