+404.3%
META vs COR
+524.4%
-120.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -0.8% | +0.8% | -1.6% | -1.0% |
| 30D | -15.4% | +5.1% | -20.6% | -16.4% |
| 3M | +3.5% | +2.8% | +0.7% | +2.8% |
| 6M | -0.3% | +32.5% | -32.8% | -6.6% |
| YTD | -7.3% | -0.7% | -6.7% | -7.9% |
| 1Y | -1.1% | -6.7% | +5.6% | -0.3% |
| 3Y | +95.1% | +73.7% | +21.3% | +63.5% |
| 5Y | +80.6% | +177.9% | -97.3% | +29.5% |
| All | +404.3% | +524.4% | -120.2% | +203.2% |
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