-14.0%
META vs CRM
-3.0%
-11.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +5.5% | -8.1% | +13.6% | +6.1% |
| 30D | +7.6% | +23.1% | -15.5% | +5.7% |
| 3M | +13.0% | +42.5% | -29.6% | +9.5% |
| 6M | -1.3% | +25.3% | -26.6% | -3.8% |
| YTD | -2.2% | -7.8% | +5.6% | -0.5% |
| 1Y | -14.0% | +1.0% | -15.1% | -15.4% |
| All | -14.0% | -3.0% | -11.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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