+408.0%
META vs CRH
+253.3%
+154.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | +5.1% | -6.1% | +11.1% | +8.1% |
| 30D | +12.0% | -9.3% | +21.2% | +17.0% |
| 3M | +14.1% | -15.2% | +29.3% | +22.8% |
| 6M | -0.9% | -14.2% | +13.3% | +5.4% |
| YTD | -1.7% | -28.3% | +26.6% | +13.1% |
| 1Y | -13.4% | -21.8% | +8.4% | -4.9% |
| 3Y | +112.6% | +71.6% | +40.9% | +58.0% |
| 5Y | +72.6% | +96.6% | -24.0% | +17.9% |
| All | +408.0% | +253.3% | +154.7% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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