+379.6%
META vs CRL
+247.0%
+132.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.6% |
| 7D | +6.7% | -1.0% | +7.7% | +7.1% |
| 30D | +4.8% | +10.7% | -5.9% | +1.0% |
| 3M | -1.6% | +55.3% | -56.9% | -16.3% |
| 6M | -7.5% | +60.7% | -68.1% | -23.2% |
| YTD | -6.4% | +44.6% | -51.0% | -20.0% |
| 1Y | -17.3% | +77.7% | -95.1% | -35.3% |
| 3Y | +109.9% | +37.6% | +72.3% | +67.8% |
| 5Y | +65.4% | -35.8% | +101.2% | +79.1% |
| All | +379.6% | +247.0% | +132.6% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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