+375.1%
META vs CRS
+1,306.2%
-931.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.3% |
| 7D | +6.0% | -3.1% | +9.1% | +6.8% |
| 30D | +3.6% | -19.6% | +23.2% | +9.1% |
| 3M | +4.9% | -8.1% | +13.0% | +6.4% |
| 6M | -4.7% | +18.6% | -23.3% | -9.7% |
| YTD | -6.9% | +45.9% | -52.8% | -16.8% |
| 1Y | -18.2% | +82.5% | -100.7% | -31.7% |
| 3Y | +107.8% | +648.9% | -541.1% | +15.3% |
| 5Y | +63.9% | +1,438.1% | -1,374.2% | -25.0% |
| 10Y | +375.1% | +1,327.0% | -951.9% | +105.6% |
| All | +375.1% | +1,306.2% | -931.1% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling