+96.8%
META vs CMI
+121.3%
-24.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | -13.0% | -14.0% | +1.0% | -8.7% |
| 3M | +7.9% | -28.1% | +36.1% | +19.9% |
| 6M | +4.2% | -35.8% | +40.1% | +19.3% |
| YTD | -2.5% | -10.5% | +8.0% | -5.3% |
| 1Y | +5.6% | -1.9% | +7.4% | -2.1% |
| 3Y | +96.8% | +121.0% | -24.2% | +42.0% |
| All | +96.8% | +121.3% | -24.5% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling