+433.3%
META vs CSCO
+336.5%
+96.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.6% | -3.3% |
| 7D | -0.2% | -2.8% | +2.6% | +1.1% |
| 30D | -15.4% | -12.6% | -2.7% | -9.6% |
| 3M | +5.0% | -16.0% | +21.0% | +13.4% |
| 6M | +5.2% | +2.8% | +2.3% | +0.3% |
| YTD | -4.5% | +33.2% | -37.7% | -22.4% |
| 1Y | +0.6% | +43.1% | -42.5% | -21.8% |
| 3Y | +93.1% | +106.7% | -13.6% | +19.1% |
| 5Y | +93.7% | +103.6% | -9.9% | +19.5% |
| 10Y | +433.3% | +330.5% | +102.9% | +136.4% |
| All | +433.3% | +336.5% | +96.9% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling