-7.5%
META vs COP
+17.0%
-24.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +0.5% |
| 7D | +6.7% | +3.0% | +3.7% | +8.3% |
| 30D | +4.8% | +17.5% | -12.7% | +13.5% |
| 3M | -1.6% | +13.4% | -15.0% | +5.1% |
| 6M | -7.5% | +17.7% | -25.2% | +6.4% |
| All | -7.5% | +17.0% | -24.5% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling