+425.7%
META vs CSCO
+325.8%
+99.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +2.5% |
| 7D | +5.7% | -2.9% | +8.6% | +7.2% |
| 30D | -10.8% | -16.7% | +5.9% | -2.4% |
| 3M | +8.4% | -18.4% | +26.9% | +18.9% |
| 6M | +5.4% | +2.9% | +2.5% | +0.4% |
| YTD | -2.6% | +30.4% | -33.0% | -19.9% |
| 1Y | +3.5% | +41.4% | -37.9% | -19.1% |
| 3Y | +102.0% | +104.7% | -2.7% | +25.2% |
| 5Y | +93.1% | +96.9% | -3.9% | +21.2% |
| 10Y | +425.7% | +321.5% | +104.2% | +135.3% |
| All | +425.7% | +325.8% | +99.8% | +135.3% |
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