+0.8%
META vs CRS
-3.8%
+4.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +2.9% | +4.3% | -1.5% | +2.1% |
| 30D | -15.1% | -25.5% | +10.4% | -11.7% |
| 3M | +7.2% | -48.7% | +56.0% | +16.1% |
| 6M | +3.4% | -31.6% | +35.0% | +8.0% |
| YTD | -4.3% | -7.0% | +2.7% | +0.3% |
| 1Y | +0.8% | -4.5% | +5.3% | +5.2% |
| All | +0.8% | -3.8% | +4.6% | +5.2% |
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