+1,497.9%
META vs COP
+326.8%
+1,171.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | -3.1% | -9.7% | +6.6% | -1.4% |
| 30D | -18.1% | +4.7% | -22.8% | -18.9% |
| 3M | +2.9% | +18.5% | -15.7% | -0.7% |
| 6M | +0.2% | +11.4% | -11.2% | -2.6% |
| YTD | -8.1% | +47.9% | -56.0% | -16.2% |
| 1Y | -4.5% | +59.3% | -63.9% | -14.5% |
| 3Y | +94.2% | +23.6% | +70.6% | +80.8% |
| 5Y | +79.1% | +113.1% | -34.0% | +44.0% |
| 10Y | +405.9% | +329.1% | +76.8% | +223.1% |
| All | +1,497.9% | +326.8% | +1,171.1% | +973.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling