-14.0%
META vs COHR
+185.6%
-199.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.2% |
| 7D | +5.5% | +10.9% | -5.4% | +4.9% |
| 30D | +7.6% | -10.8% | +18.3% | +8.1% |
| 3M | +13.0% | -17.4% | +30.3% | +13.5% |
| 6M | -1.3% | +12.5% | -13.8% | -5.2% |
| YTD | -2.2% | +58.8% | -61.0% | -9.2% |
| 1Y | -14.0% | +183.3% | -197.3% | -23.1% |
| All | -14.0% | +185.6% | -199.6% | -23.1% |
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