+2.6%
META vs CME
+15.0%
-12.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | +0.1% |
| 7D | +3.3% | +1.7% | +1.6% | +3.4% |
| 30D | -10.8% | +10.2% | -20.9% | -10.3% |
| 3M | +7.9% | +17.8% | -9.9% | +8.3% |
| 6M | +5.4% | +11.0% | -5.6% | +4.3% |
| YTD | -2.6% | +17.0% | -19.6% | -5.6% |
| All | +2.6% | +15.0% | -12.4% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling