+1.9%
META vs COR
-2.4%
+4.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.5% | +4.5% |
| 7D | +5.7% | +2.3% | +3.4% | +5.4% |
| 30D | -10.8% | +6.8% | -17.5% | -11.5% |
| 3M | +8.4% | +8.1% | +0.3% | +7.3% |
| 6M | +5.4% | +33.0% | -27.6% | +2.6% |
| YTD | -2.6% | +3.0% | -5.6% | -0.9% |
| All | +1.9% | -2.4% | +4.2% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling