+447.1%
META vs COR
+469.4%
-22.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.1% | +2.9% | +0.2% | +2.4% |
| 30D | -18.2% | +5.8% | -24.1% | -19.3% |
| 3M | +7.8% | +11.4% | -3.6% | +5.1% |
| 6M | +3.6% | +34.5% | -30.9% | -3.6% |
| YTD | -5.3% | +4.1% | -9.3% | -7.0% |
| 1Y | +2.7% | -3.1% | +5.9% | +2.7% |
| 3Y | +91.5% | +80.9% | +10.6% | +57.7% |
| 5Y | +84.7% | +195.1% | -110.4% | +28.3% |
| All | +447.1% | +469.4% | -22.3% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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