+5.6%
META vs CME
+17.3%
-11.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +3.0% |
| 7D | +5.2% | +3.9% | +1.2% | +5.4% |
| 30D | -13.0% | +11.3% | -24.3% | -12.4% |
| 3M | +7.9% | +19.6% | -11.6% | +8.6% |
| 6M | +4.2% | +8.1% | -3.8% | +2.5% |
| YTD | -2.5% | +20.4% | -22.9% | -5.4% |
| 1Y | +5.6% | +16.5% | -10.9% | +3.8% |
| All | +5.6% | +17.3% | -11.7% | +3.8% |
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