+408.0%
META vs COHR
+1,321.6%
-913.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.4% |
| 7D | +5.1% | +8.3% | -3.3% | +3.0% |
| 30D | +12.0% | -14.1% | +26.1% | +15.2% |
| 3M | +14.1% | -16.0% | +30.1% | +14.6% |
| 6M | -0.9% | +21.5% | -22.3% | -11.9% |
| YTD | -1.7% | +65.4% | -67.1% | -21.0% |
| 1Y | -13.4% | +195.0% | -208.4% | -42.0% |
| 3Y | +112.6% | +830.2% | -717.6% | -6.6% |
| 5Y | +72.6% | +397.1% | -324.5% | -13.5% |
| All | +408.0% | +1,321.6% | -913.7% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling