+93.4%
META vs CRL
+72.9%
+20.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.3% |
| 7D | -3.1% | -16.8% | +13.7% | -0.1% |
| 30D | -18.1% | +2.6% | -20.8% | -18.7% |
| 3M | +2.9% | +20.1% | -17.2% | -0.7% |
| 6M | +0.2% | +68.8% | -68.7% | -9.4% |
| YTD | -8.1% | +56.9% | -65.0% | -16.5% |
| 1Y | -4.5% | +86.7% | -91.2% | -16.1% |
| All | +93.4% | +72.9% | +20.6% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling