+425.7%
META vs COR
+534.3%
-108.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.5% | +4.3% |
| 7D | +5.7% | +2.3% | +3.4% | +5.2% |
| 30D | -10.8% | +6.8% | -17.5% | -12.1% |
| 3M | +8.4% | +8.1% | +0.3% | +6.5% |
| 6M | +5.4% | +33.0% | -27.6% | -1.5% |
| YTD | -2.6% | +3.0% | -5.6% | -4.0% |
| 1Y | +3.5% | -3.4% | +6.9% | +3.5% |
| 3Y | +102.0% | +80.1% | +21.9% | +67.1% |
| 5Y | +93.1% | +194.7% | -101.7% | +35.0% |
| 10Y | +425.7% | +512.3% | -86.6% | +203.1% |
| All | +425.7% | +534.3% | -108.7% | +203.1% |
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