-17.3%
META vs CSCO
+63.7%
-81.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +6.7% | -0.7% | +7.4% | +6.8% |
| 30D | +4.8% | -10.1% | +14.9% | +5.7% |
| 3M | -1.6% | -15.7% | +14.1% | -0.1% |
| 6M | -7.5% | +36.3% | -43.7% | -11.7% |
| YTD | -6.4% | +43.8% | -50.2% | -10.7% |
| 1Y | -17.3% | +63.9% | -81.3% | -20.1% |
| All | -17.3% | +63.7% | -81.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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