+79.1%
META vs COP
+115.6%
-36.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.9% |
| 7D | -3.1% | -9.7% | +6.6% | -2.2% |
| 30D | -18.1% | +4.7% | -22.8% | -18.6% |
| 3M | +2.9% | +18.5% | -15.7% | +0.8% |
| 6M | +0.2% | +11.4% | -11.2% | -1.2% |
| YTD | -8.1% | +47.9% | -56.0% | -14.1% |
| 1Y | -4.5% | +59.3% | -63.9% | -12.0% |
| 3Y | +94.2% | +23.6% | +70.6% | +83.0% |
| 5Y | +79.1% | +113.1% | -34.0% | +41.0% |
| All | +79.1% | +115.6% | -36.6% | +41.0% |
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