+1,511.3%
META vs CSCO
+765.2%
+746.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | -0.8% | -10.2% | +9.4% | +4.1% |
| 30D | -15.4% | -20.1% | +4.6% | -6.6% |
| 3M | +3.5% | -22.4% | +25.9% | +15.1% |
| 6M | -0.3% | +2.8% | -3.1% | -4.5% |
| YTD | -7.3% | +23.6% | -30.9% | -19.9% |
| 1Y | -1.1% | +34.0% | -35.1% | -18.2% |
| 3Y | +95.1% | +89.3% | +5.8% | +34.0% |
| 5Y | +80.6% | +87.9% | -7.3% | +23.8% |
| 10Y | +410.1% | +314.9% | +95.2% | +151.1% |
| All | +1,511.3% | +765.2% | +746.1% | +570.9% |
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 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