+462.9%
META vs COHR
+652.2%
-189.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +4.3% |
| 7D | +5.2% | +13.1% | -8.0% | +1.8% |
| 30D | -13.0% | -17.2% | +4.2% | -10.3% |
| 3M | +7.9% | -33.3% | +41.3% | +15.0% |
| 6M | +4.2% | -46.0% | +50.2% | +12.3% |
| YTD | -2.5% | +18.2% | -20.7% | -17.5% |
| 1Y | +5.6% | +55.9% | -50.3% | -17.6% |
| 3Y | +96.8% | +544.7% | -447.9% | -7.8% |
| 5Y | +90.0% | +234.6% | -144.5% | +1.9% |
| All | +462.9% | +652.2% | -189.3% | +124.6% |
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