+1,527.5%
META vs COPX
+257.1%
+1,270.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +6.7% | -4.0% | +10.7% | +8.0% |
| 30D | +4.8% | +4.5% | +0.2% | +3.1% |
| 3M | -1.6% | +0.8% | -2.5% | -2.8% |
| 6M | -7.5% | +3.2% | -10.7% | -10.0% |
| YTD | -6.4% | +26.7% | -33.1% | -15.4% |
| 1Y | -17.3% | +85.7% | -103.0% | -34.3% |
| 3Y | +109.9% | +151.2% | -41.2% | +47.4% |
| 5Y | +65.4% | +170.0% | -104.6% | +11.9% |
| 10Y | +391.8% | +572.9% | -181.1% | +144.0% |
| All | +1,527.5% | +257.1% | +1,270.4% | +802.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling