+379.6%
META vs CMS
+117.1%
+262.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.6% |
| 30D | +4.8% | -3.6% | +8.4% | +5.4% |
| 3M | -1.6% | -1.9% | +0.3% | -1.5% |
| 6M | -7.5% | -11.0% | +3.5% | -5.8% |
| YTD | -6.4% | +0.2% | -6.6% | -6.9% |
| 1Y | -17.3% | -1.3% | -16.0% | -17.7% |
| 3Y | +109.9% | +35.9% | +74.0% | +91.2% |
| 5Y | +65.4% | +23.1% | +42.3% | +52.9% |
| All | +379.6% | +117.1% | +262.5% | +291.3% |
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