+375.1%
META vs COF
+255.6%
+119.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.4% |
| 7D | +6.0% | +1.2% | +4.8% | +5.5% |
| 30D | +3.6% | -1.4% | +5.0% | +4.1% |
| 3M | +4.9% | +19.0% | -14.1% | -2.0% |
| 6M | -4.7% | +14.9% | -19.6% | -9.8% |
| YTD | -6.9% | -10.7% | +3.8% | -3.8% |
| 1Y | -18.2% | -1.3% | -16.9% | -18.9% |
| 3Y | +107.8% | +124.3% | -16.6% | +48.1% |
| 5Y | +63.9% | +51.1% | +12.8% | +31.6% |
| 10Y | +375.1% | +252.4% | +122.7% | +191.1% |
| All | +375.1% | +255.6% | +119.5% | +191.1% |
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