+1,511.3%
META vs CME
+996.6%
+514.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -15.4% | +13.2% | -28.6% | -18.7% |
| 3M | +3.5% | +16.3% | -12.8% | -1.5% |
| 6M | -0.3% | +7.1% | -7.4% | -3.1% |
| YTD | -7.3% | +15.8% | -23.2% | -12.6% |
| 1Y | -1.1% | +17.1% | -18.2% | -7.1% |
| 3Y | +95.1% | +63.2% | +31.9% | +59.5% |
| 5Y | +80.6% | +70.2% | +10.4% | +43.9% |
| 10Y | +410.1% | +337.0% | +73.1% | +171.0% |
| All | +1,511.3% | +996.6% | +514.7% | +509.9% |
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