+1,546.8%
META vs CLX
+147.4%
+1,399.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +3.1% | +8.5% | -5.5% | +1.6% |
| 30D | -18.2% | +30.0% | -48.2% | -22.0% |
| 3M | +7.8% | +3.8% | +4.0% | +6.9% |
| 6M | +3.6% | +24.6% | -21.0% | -0.7% |
| YTD | -5.3% | +12.8% | -18.0% | -8.0% |
| 1Y | +2.7% | +8.6% | -5.8% | +0.5% |
| 3Y | +91.5% | -8.6% | +100.1% | +91.3% |
| 5Y | +84.7% | -21.8% | +106.4% | +87.6% |
| 10Y | +429.0% | +30.4% | +398.6% | +369.3% |
| All | +1,546.8% | +147.4% | +1,399.5% | +1,367.0% |
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