+1,527.5%
META vs COF
+461.0%
+1,066.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +6.7% | +1.8% | +4.9% | +6.0% |
| 30D | +4.8% | -0.6% | +5.3% | +4.9% |
| 3M | -1.6% | +20.3% | -21.9% | -8.4% |
| 6M | -7.5% | +13.0% | -20.5% | -11.8% |
| YTD | -6.4% | -8.3% | +1.9% | -4.2% |
| 1Y | -17.3% | -1.5% | -15.9% | -17.9% |
| 3Y | +109.9% | +122.3% | -12.3% | +50.9% |
| 5Y | +65.4% | +52.5% | +12.9% | +33.2% |
| 10Y | +391.8% | +264.9% | +126.9% | +175.7% |
| All | +1,527.5% | +461.0% | +1,066.5% | +683.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling