+93.1%
META vs COR
+192.5%
-99.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.5% | +4.8% |
| 7D | +5.7% | +2.3% | +3.4% | +5.6% |
| 30D | -10.8% | +6.8% | -17.5% | -11.1% |
| 3M | +8.4% | +8.1% | +0.3% | +7.9% |
| 6M | +5.4% | +33.0% | -27.6% | +3.9% |
| YTD | -2.6% | +3.0% | -5.6% | -2.6% |
| 1Y | +3.5% | -3.4% | +6.9% | +3.7% |
| 3Y | +102.0% | +80.1% | +21.9% | +86.1% |
| 5Y | +93.1% | +194.7% | -101.7% | +51.3% |
| All | +93.1% | +192.5% | -99.4% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling