+404.3%
META vs CRS
+908.2%
-503.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -1.7% | +0.9% | -0.4% |
| 30D | -15.4% | -28.8% | +13.4% | -8.5% |
| 3M | +3.5% | -50.0% | +53.5% | +21.7% |
| 6M | -0.3% | -39.2% | +38.9% | +11.1% |
| YTD | -7.3% | -11.4% | +4.1% | -7.1% |
| 1Y | -1.1% | -11.7% | +10.6% | -0.9% |
| 3Y | +95.1% | +319.6% | -224.6% | +23.7% |
| 5Y | +80.6% | +794.8% | -714.2% | -7.1% |
| All | +404.3% | +908.2% | -503.9% | +149.4% |
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