+74.5%
META vs COHR
+401.5%
-327.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.0% | +6.4% |
| 7D | +10.3% | +13.0% | -2.7% | +7.1% |
| 30D | +9.9% | -6.7% | +16.5% | +10.6% |
| 3M | +11.9% | -14.7% | +26.7% | +12.0% |
| 6M | +1.2% | +20.3% | -19.1% | -10.5% |
| YTD | -0.8% | +64.4% | -65.2% | -21.5% |
| 1Y | -14.3% | +205.9% | -220.2% | -45.4% |
| 3Y | +121.4% | +814.1% | -692.7% | -16.0% |
| 5Y | +74.5% | +387.4% | -312.9% | -15.9% |
| All | +74.5% | +401.5% | -327.0% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling