+462.9%
META vs CMS
+140.2%
+322.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.6% |
| 7D | +5.2% | +1.7% | +3.4% | +4.9% |
| 30D | -13.0% | +6.2% | -19.2% | -13.9% |
| 3M | +7.9% | +0.6% | +7.3% | +7.8% |
| 6M | +4.2% | -1.8% | +6.0% | +4.3% |
| YTD | -2.5% | +3.8% | -6.4% | -3.7% |
| 1Y | +5.6% | -1.8% | +7.3% | +5.4% |
| 3Y | +96.8% | +39.8% | +57.0% | +78.8% |
| 5Y | +90.0% | +37.1% | +52.9% | +71.1% |
| All | +462.9% | +140.2% | +322.7% | +357.3% |
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