+62.8%
META vs CRL
-35.5%
+98.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +6.7% | -1.0% | +7.7% | +7.0% |
| 30D | +4.8% | +10.7% | -5.9% | +1.6% |
| 3M | -1.6% | +55.3% | -56.9% | -14.3% |
| 6M | -7.5% | +60.7% | -68.1% | -21.0% |
| YTD | -6.4% | +44.6% | -51.0% | -18.0% |
| 1Y | -17.3% | +77.7% | -95.1% | -32.9% |
| 3Y | +109.9% | +37.6% | +72.3% | +74.3% |
| All | +62.8% | -35.5% | +98.3% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling