+93.1%
META vs CME
+70.5%
+22.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.2% |
| 7D | +5.7% | -0.6% | +6.3% | +5.8% |
| 30D | -10.8% | +8.5% | -19.3% | -11.8% |
| 3M | +8.4% | +16.0% | -7.6% | +6.0% |
| 6M | +5.4% | +9.3% | -4.0% | +3.7% |
| YTD | -2.6% | +15.3% | -17.9% | -5.6% |
| 1Y | +3.5% | +14.4% | -10.9% | +0.4% |
| 3Y | +102.0% | +59.9% | +42.1% | +72.8% |
| 5Y | +93.1% | +69.4% | +23.6% | +56.2% |
| All | +93.1% | +70.5% | +22.6% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling