+1,593.8%
META vs CMI
+565.2%
+1,028.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.9% |
| 7D | +3.3% | -9.3% | +12.6% | +6.7% |
| 30D | -10.8% | -13.2% | +2.5% | -6.4% |
| 3M | +7.9% | -28.2% | +36.1% | +20.5% |
| 6M | +5.4% | -32.7% | +38.1% | +19.1% |
| YTD | -2.6% | -10.1% | +7.5% | -2.1% |
| 1Y | +1.9% | -4.9% | +6.7% | +0.1% |
| 3Y | +97.0% | +120.4% | -23.4% | +40.9% |
| 5Y | +97.6% | +114.3% | -16.6% | +41.5% |
| 10Y | +436.0% | +324.8% | +111.2% | +200.2% |
| All | +1,593.8% | +565.2% | +1,028.5% | +840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling