+93.1%
META vs COP
+110.5%
-17.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.2% |
| 7D | +5.7% | -8.4% | +14.1% | +6.6% |
| 30D | -10.8% | +0.3% | -11.0% | -10.9% |
| 3M | +8.4% | +15.1% | -6.7% | +6.6% |
| 6M | +5.4% | +19.8% | -14.4% | +2.9% |
| YTD | -2.6% | +46.8% | -49.4% | -8.9% |
| 1Y | +3.5% | +59.7% | -56.2% | -4.7% |
| 3Y | +102.0% | +28.7% | +73.3% | +89.2% |
| 5Y | +93.1% | +110.7% | -17.6% | +52.5% |
| All | +93.1% | +110.5% | -17.5% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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