+1,518.8%
META vs COHR
+1,509.2%
+9.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -2.1% |
| 7D | +6.0% | +11.0% | -4.9% | +3.4% |
| 30D | +3.6% | -20.4% | +24.0% | +7.9% |
| 3M | +4.9% | -24.9% | +29.8% | +8.0% |
| 6M | -4.7% | +28.1% | -32.8% | -16.1% |
| YTD | -6.9% | +63.6% | -70.5% | -24.3% |
| 1Y | -18.2% | +205.9% | -224.1% | -44.7% |
| 3Y | +107.8% | +809.3% | -701.5% | -3.5% |
| 5Y | +63.9% | +397.1% | -333.2% | -14.5% |
| 10Y | +375.1% | +1,238.1% | -863.1% | +82.8% |
| All | +1,518.8% | +1,509.2% | +9.6% | +467.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling