+1.9%
META vs CMI
-0.9%
+2.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.6% |
| 7D | +5.7% | -6.8% | +12.5% | +6.6% |
| 30D | -10.8% | -10.9% | +0.1% | -9.4% |
| 3M | +8.4% | -27.3% | +35.7% | +13.0% |
| 6M | +5.4% | -30.9% | +36.3% | +9.9% |
| YTD | -2.6% | -7.7% | +5.1% | -8.2% |
| All | +1.9% | -0.9% | +2.7% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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