+425.7%
META vs CRS
+967.2%
-541.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.7% | -4.6% | +2.7% |
| 7D | +5.7% | +4.9% | +0.8% | +4.4% |
| 30D | -10.8% | -20.8% | +10.1% | -6.0% |
| 3M | +8.4% | -46.4% | +54.8% | +25.4% |
| 6M | +5.4% | -28.6% | +34.0% | +12.8% |
| YTD | -2.6% | -2.8% | +0.2% | -4.6% |
| 1Y | +3.5% | -6.7% | +10.2% | +2.3% |
| 3Y | +102.0% | +368.0% | -266.0% | +24.4% |
| 5Y | +93.1% | +852.9% | -759.8% | -2.6% |
| 10Y | +425.7% | +905.1% | -479.4% | +149.6% |
| All | +425.7% | +967.2% | -541.5% | +149.6% |
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