+1,497.9%
META vs CME
+1,001.4%
+496.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.9% |
| 7D | -3.1% | +3.7% | -6.8% | -4.2% |
| 30D | -18.1% | +13.7% | -31.8% | -21.4% |
| 3M | +2.9% | +16.6% | -13.7% | -2.2% |
| 6M | +0.2% | +8.2% | -8.0% | -2.9% |
| YTD | -8.1% | +16.3% | -24.4% | -13.4% |
| 1Y | -4.5% | +19.1% | -23.6% | -10.9% |
| 3Y | +94.2% | +67.4% | +26.8% | +57.3% |
| 5Y | +79.1% | +71.0% | +8.1% | +42.6% |
| 10Y | +405.9% | +338.9% | +67.0% | +168.4% |
| All | +1,497.9% | +1,001.4% | +496.5% | +504.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling