+386.9%
META vs COPX
+600.1%
-213.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -2.0% |
| 7D | +6.0% | +5.8% | +0.3% | +3.9% |
| 30D | +3.6% | +7.2% | -3.6% | +0.8% |
| 3M | +4.9% | +16.5% | -11.6% | -1.9% |
| 6M | -4.7% | +18.4% | -23.1% | -12.4% |
| YTD | -6.9% | +31.9% | -38.8% | -18.8% |
| 1Y | -18.2% | +88.5% | -106.7% | -38.3% |
| 3Y | +107.8% | +173.1% | -65.3% | +30.7% |
| 5Y | +63.9% | +193.1% | -129.2% | -1.8% |
| All | +386.9% | +600.1% | -213.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling