+101.6%
CSCO vs BTDR
-44.0%
+145.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.6% | +2.4% | -5.9% |
| 7D | +1.9% | -6.9% | +8.8% | +2.2% |
| 30D | -15.8% | -31.5% | +15.7% | -14.7% |
| 3M | -15.4% | -36.1% | +20.7% | -14.1% |
| 6M | -5.4% | -57.6% | +52.2% | -3.0% |
| YTD | +26.5% | -50.0% | +76.5% | +28.3% |
| 1Y | +25.9% | -49.6% | +75.5% | +27.6% |
| 3Y | +97.5% | +48.5% | +49.0% | +88.4% |
| 5Y | +93.0% | -43.8% | +136.9% | +96.4% |
| All | +101.6% | -44.0% | +145.6% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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