+74.1%
META vs CRH
+98.8%
-24.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +7.9% | +7.3% |
| 7D | +10.3% | -3.6% | +13.8% | +12.3% |
| 30D | +9.9% | -10.8% | +20.7% | +16.8% |
| 3M | +11.9% | -13.5% | +25.4% | +20.4% |
| 6M | +1.2% | -15.4% | +16.6% | +9.2% |
| YTD | -0.8% | -27.6% | +26.8% | +16.3% |
| 1Y | -14.3% | -18.4% | +4.0% | -7.1% |
| 3Y | +121.4% | +72.5% | +48.9% | +44.1% |
| All | +74.1% | +98.8% | -24.6% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling