+79.1%
META vs CME
+69.1%
+9.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -3.1% | +3.7% | -6.8% | -3.6% |
| 30D | -18.1% | +13.7% | -31.8% | -19.6% |
| 3M | +2.9% | +16.6% | -13.7% | +0.5% |
| 6M | +0.2% | +8.2% | -8.0% | -1.3% |
| YTD | -8.1% | +16.3% | -24.4% | -11.1% |
| 1Y | -4.5% | +19.1% | -23.6% | -8.1% |
| 3Y | +94.2% | +67.4% | +26.8% | +63.1% |
| 5Y | +79.1% | +71.0% | +8.1% | +44.8% |
| All | +79.1% | +69.1% | +9.9% | +44.8% |
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 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