+1,497.9%
META vs CRL
+826.9%
+671.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -2.6% |
| 7D | -3.1% | -16.8% | +13.7% | +2.9% |
| 30D | -18.1% | +2.6% | -20.8% | -19.3% |
| 3M | +2.9% | +20.1% | -17.2% | -4.4% |
| 6M | +0.2% | +68.8% | -68.7% | -18.4% |
| YTD | -8.1% | +56.9% | -65.0% | -24.4% |
| 1Y | -4.5% | +86.7% | -91.2% | -26.6% |
| 3Y | +94.2% | +72.1% | +22.1% | +40.8% |
| 5Y | +79.1% | -16.6% | +95.7% | +72.3% |
| 10Y | +405.9% | +359.0% | +46.9% | +131.6% |
| All | +1,497.9% | +826.9% | +671.0% | +456.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling