+1.9%
META vs CRL
+111.4%
-109.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +4.4% |
| 7D | +5.7% | +4.4% | +1.3% | +4.9% |
| 30D | -10.8% | +17.1% | -27.8% | -13.0% |
| 3M | +8.4% | +32.1% | -23.7% | +3.6% |
| 6M | +5.4% | +98.9% | -93.5% | -5.8% |
| YTD | -2.6% | +77.1% | -79.7% | -14.4% |
| All | +1.9% | +111.4% | -109.5% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling