-14.3%
META vs CMI
+41.9%
-56.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +6.7% |
| 7D | +10.3% | +0.7% | +9.6% | +10.1% |
| 30D | +9.9% | -12.3% | +22.2% | +11.7% |
| 3M | +11.9% | -16.8% | +28.7% | +13.9% |
| 6M | +1.2% | +1.5% | -0.4% | -3.3% |
| YTD | -0.8% | +9.8% | -10.6% | -6.8% |
| 1Y | -14.3% | +42.6% | -56.9% | -22.2% |
| All | -14.3% | +41.9% | -56.2% | -22.2% |
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