+62.8%
META vs COF
+52.8%
+10.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +6.7% | +1.8% | +4.9% | +5.7% |
| 30D | +4.8% | -0.6% | +5.3% | +4.9% |
| 3M | -1.6% | +20.3% | -21.9% | -10.7% |
| 6M | -7.5% | +13.0% | -20.5% | -13.4% |
| YTD | -6.4% | -8.3% | +1.9% | -3.6% |
| 1Y | -17.3% | -1.5% | -15.9% | -18.4% |
| 3Y | +109.9% | +122.3% | -12.3% | +25.3% |
| All | +62.8% | +52.8% | +10.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling