+1,527.5%
META vs CRH
+681.7%
+845.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | 0.0% |
| 7D | +6.7% | -1.7% | +8.4% | +7.4% |
| 30D | +4.8% | -5.4% | +10.1% | +7.1% |
| 3M | -1.6% | -11.2% | +9.6% | +3.0% |
| 6M | -7.5% | -15.8% | +8.4% | -1.4% |
| YTD | -6.4% | -23.6% | +17.2% | +3.4% |
| 1Y | -17.3% | -14.6% | -2.7% | -13.2% |
| 3Y | +109.9% | +74.3% | +35.6% | +62.5% |
| 5Y | +65.4% | +103.7% | -38.3% | +18.5% |
| 10Y | +391.8% | +261.4% | +130.4% | +176.4% |
| All | +1,527.5% | +681.7% | +845.8% | +728.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling