+74.5%
META vs CRM
-5.1%
+79.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.0% | +8.5% | +7.4% |
| 7D | +10.3% | -5.0% | +15.2% | +12.6% |
| 30D | +9.9% | +23.6% | -13.7% | -2.0% |
| 3M | +11.9% | +39.6% | -27.7% | -6.5% |
| 6M | +1.2% | +23.4% | -22.3% | -12.1% |
| YTD | -0.8% | -7.4% | +6.6% | -0.1% |
| 1Y | -14.3% | -2.3% | -12.0% | -17.2% |
| 3Y | +121.4% | +10.5% | +110.9% | +83.3% |
| 5Y | +74.5% | -4.7% | +79.2% | +52.0% |
| All | +74.5% | -5.1% | +79.6% | +52.0% |
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