+1,497.9%
META vs CMS
+383.8%
+1,114.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.5% | -3.9% |
| 7D | -3.1% | +1.7% | -4.8% | -3.4% |
| 30D | -18.1% | +8.6% | -26.7% | -19.5% |
| 3M | +2.9% | -0.5% | +3.3% | +2.8% |
| 6M | +0.2% | -4.2% | +4.4% | +0.7% |
| YTD | -8.1% | +3.4% | -11.5% | -9.3% |
| 1Y | -4.5% | +0.4% | -5.0% | -5.2% |
| 3Y | +94.2% | +38.2% | +56.0% | +75.6% |
| 5Y | +79.1% | +35.4% | +43.7% | +60.5% |
| 10Y | +405.9% | +131.7% | +274.2% | +283.2% |
| All | +1,497.9% | +383.8% | +1,114.1% | +869.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling