+84.7%
META vs CRL
-13.0%
+97.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.1% | +8.9% | -5.8% | +0.5% |
| 30D | -18.2% | +14.0% | -32.2% | -21.7% |
| 3M | +7.8% | +19.8% | -12.0% | +1.4% |
| 6M | +3.6% | +102.0% | -98.4% | -17.7% |
| YTD | -5.3% | +70.8% | -76.1% | -21.8% |
| 1Y | +2.7% | +98.7% | -96.0% | -19.5% |
| 3Y | +91.5% | +98.2% | -6.7% | +35.4% |
| 5Y | +84.7% | -11.7% | +96.4% | +91.2% |
| All | +84.7% | -13.0% | +97.7% | +91.2% |
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