-1.1%
META vs CRL
+101.2%
-102.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.0% | -0.3% |
| 7D | -0.8% | -6.1% | +5.3% | 0.0% |
| 30D | -15.4% | +12.4% | -27.8% | -17.1% |
| 3M | +3.5% | +27.1% | -23.6% | -0.5% |
| 6M | -0.3% | +85.7% | -86.0% | -9.9% |
| YTD | -7.3% | +69.2% | -76.5% | -17.9% |
| 1Y | -1.1% | +97.5% | -98.6% | -14.7% |
| All | -1.1% | +101.2% | -102.3% | -14.7% |
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