+404.3%
META vs CMS
+125.4%
+278.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -15.4% | +6.3% | -21.7% | -16.3% |
| 3M | +3.5% | -2.1% | +5.6% | +3.8% |
| 6M | -0.3% | -5.1% | +4.8% | +0.3% |
| YTD | -7.3% | +1.3% | -8.6% | -8.1% |
| 1Y | -1.1% | -1.4% | +0.3% | -1.4% |
| 3Y | +95.1% | +36.9% | +58.1% | +77.6% |
| 5Y | +80.6% | +32.5% | +48.0% | +63.5% |
| All | +404.3% | +125.4% | +278.9% | +312.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling