+62.8%
META vs CSCO
+112.0%
-49.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.7% |
| 7D | +6.7% | -0.7% | +7.4% | +7.0% |
| 30D | +4.8% | -10.1% | +14.9% | +9.7% |
| 3M | -1.6% | -15.7% | +14.1% | +6.0% |
| 6M | -7.5% | +36.3% | -43.7% | -24.9% |
| YTD | -6.4% | +43.8% | -50.2% | -27.4% |
| 1Y | -17.3% | +63.9% | -81.3% | -41.7% |
| 3Y | +109.9% | +104.4% | +5.6% | +27.1% |
| All | +62.8% | +112.0% | -49.2% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling