+1,594.6%
META vs COHR
+1,062.8%
+531.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.0% | +8.9% | +4.2% |
| 7D | +5.2% | +13.1% | -8.0% | +1.9% |
| 30D | -13.0% | -17.2% | +4.2% | -10.4% |
| 3M | +7.9% | -33.3% | +41.3% | +14.8% |
| 6M | +4.2% | -46.0% | +50.2% | +12.0% |
| YTD | -2.5% | +18.2% | -20.7% | -16.7% |
| 1Y | +5.6% | +55.9% | -50.3% | -16.5% |
| 3Y | +96.8% | +544.7% | -447.9% | -3.2% |
| 5Y | +90.0% | +234.6% | -144.5% | +6.0% |
| 10Y | +444.3% | +656.2% | -211.8% | +129.7% |
| All | +1,594.6% | +1,062.8% | +531.7% | +524.3% |
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