+379.6%
META vs CME
+281.4%
+98.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +4.8% | +6.2% | -1.5% | +3.0% |
| 3M | -1.6% | +10.4% | -12.1% | -4.6% |
| 6M | -7.5% | -9.5% | +2.1% | -5.5% |
| YTD | -6.4% | +6.0% | -12.4% | -8.8% |
| 1Y | -17.3% | +9.3% | -26.6% | -20.4% |
| 3Y | +109.9% | +57.7% | +52.3% | +75.3% |
| 5Y | +65.4% | +77.7% | -12.3% | +31.5% |
| All | +379.6% | +281.4% | +98.2% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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