-17.3%
META vs CRS
+102.1%
-119.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | -16.6% | +21.4% | +6.5% |
| 3M | -1.6% | -3.5% | +1.8% | -1.5% |
| 6M | -7.5% | +15.4% | -22.9% | -9.5% |
| YTD | -6.4% | +51.2% | -57.6% | -8.2% |
| 1Y | -17.3% | +98.3% | -115.6% | -18.5% |
| All | -17.3% | +102.1% | -119.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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