+0.8%
META vs COHR
+54.9%
-54.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +1.7% |
| 7D | +2.9% | -18.6% | +21.4% | +3.9% |
| 30D | -15.1% | -41.5% | +26.4% | -13.2% |
| 3M | +7.2% | -39.7% | +47.0% | +9.1% |
| 6M | +3.4% | -40.9% | +44.2% | +4.5% |
| YTD | -4.3% | +5.7% | -10.0% | -6.6% |
| 1Y | +0.8% | +51.6% | -50.8% | -1.7% |
| All | +0.8% | +54.9% | -54.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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