-14.3%
META vs COF
-2.6%
-11.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +7.1% |
| 7D | +10.3% | -2.7% | +12.9% | +11.4% |
| 30D | +9.9% | -3.4% | +13.2% | +11.2% |
| 3M | +11.9% | +15.4% | -3.5% | +5.8% |
| 6M | +1.2% | +14.4% | -13.3% | -4.3% |
| YTD | -0.8% | -12.0% | +11.2% | -0.6% |
| 1Y | -14.3% | -3.7% | -10.6% | -17.3% |
| All | -14.3% | -2.6% | -11.8% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling