+462.9%
META vs COF
+185.2%
+277.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +5.2% | -3.4% | +8.5% | +6.5% |
| 30D | -13.0% | +0.4% | -13.4% | -13.2% |
| 3M | +7.9% | -12.5% | +20.5% | +13.4% |
| 6M | +4.2% | +8.3% | -4.1% | +0.7% |
| YTD | -2.5% | -18.6% | +16.0% | +4.2% |
| 1Y | +5.6% | -8.6% | +14.2% | +7.9% |
| 3Y | +96.8% | +94.7% | +2.1% | +47.7% |
| 5Y | +90.0% | +35.3% | +54.7% | +58.7% |
| All | +462.9% | +185.2% | +277.8% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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