+108.3%
META vs CMI
+154.5%
-46.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.1% |
| 7D | +6.7% | -0.7% | +7.4% | +6.9% |
| 30D | +4.8% | -13.4% | +18.2% | +9.9% |
| 3M | -1.6% | -17.0% | +15.4% | +3.7% |
| 6M | -7.5% | -1.6% | -5.8% | -10.3% |
| YTD | -6.4% | +11.0% | -17.4% | -15.0% |
| 1Y | -17.3% | +41.9% | -59.3% | -34.0% |
| All | +108.3% | +154.5% | -46.2% | +30.8% |
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