+1,497.9%
META vs CSCO
+782.5%
+715.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.6% | +3.7% | -0.5% |
| 7D | -3.1% | -11.9% | +8.7% | +2.6% |
| 30D | -18.1% | -18.8% | +0.7% | -10.1% |
| 3M | +2.9% | -21.2% | +24.1% | +13.6% |
| 6M | +0.2% | +1.9% | -1.7% | -3.6% |
| YTD | -8.1% | +26.1% | -34.2% | -21.3% |
| 1Y | -4.5% | +34.7% | -39.2% | -21.1% |
| 3Y | +94.2% | +94.0% | +0.1% | +31.8% |
| 5Y | +79.1% | +91.6% | -12.5% | +21.7% |
| 10Y | +405.9% | +323.2% | +82.7% | +146.9% |
| All | +1,497.9% | +782.5% | +715.4% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling