+86.4%
META vs CRM
-27.7%
+114.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +5.2% | +2.0% | +3.2% | +4.3% |
| 30D | -13.0% | -7.7% | -5.3% | -10.3% |
| 3M | +7.9% | +8.4% | -0.4% | +1.4% |
| 6M | +4.2% | +31.9% | -27.7% | -13.1% |
| YTD | -2.5% | -17.2% | +14.7% | +2.5% |
| 1Y | +5.6% | -8.6% | +14.2% | +4.6% |
| 3Y | +96.8% | +3.1% | +93.7% | +64.5% |
| All | +86.4% | -27.7% | +114.1% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling