+1,527.5%
META vs COP
+323.0%
+1,204.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +6.7% | +3.0% | +3.7% | +6.1% |
| 30D | +4.8% | +17.5% | -12.7% | +1.5% |
| 3M | -1.6% | +13.4% | -15.0% | -4.3% |
| 6M | -7.5% | +17.7% | -25.2% | -11.2% |
| YTD | -6.4% | +46.6% | -53.0% | -14.3% |
| 1Y | -17.3% | +44.6% | -62.0% | -24.4% |
| 3Y | +109.9% | +20.7% | +89.2% | +96.4% |
| 5Y | +65.4% | +185.0% | -119.7% | +24.6% |
| 10Y | +391.8% | +347.0% | +44.8% | +211.7% |
| All | +1,527.5% | +323.0% | +1,204.5% | +997.9% |
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