+425.7%
META vs CRL
+400.8%
+24.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.5% |
| 7D | +5.7% | +4.4% | +1.3% | +4.0% |
| 30D | -10.8% | +17.1% | -27.8% | -15.9% |
| 3M | +8.4% | +32.1% | -23.7% | -2.3% |
| 6M | +5.4% | +98.9% | -93.5% | -18.6% |
| YTD | -2.6% | +77.1% | -79.7% | -22.8% |
| 1Y | +3.5% | +110.3% | -106.7% | -23.3% |
| 3Y | +102.0% | +108.5% | -6.5% | +36.3% |
| 5Y | +93.1% | -7.9% | +100.9% | +82.3% |
| 10Y | +425.7% | +368.9% | +56.7% | +156.9% |
| All | +425.7% | +400.8% | +24.8% | +156.9% |
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