+135.4%
CSCO vs BTDR
+19.6%
+115.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.6% | +4.2% |
| 7D | +2.7% | -3.4% | +6.1% | +2.8% |
| 30D | -9.5% | +32.6% | -42.1% | -10.6% |
| 3M | -7.6% | -32.2% | +24.6% | -6.8% |
| 6M | +44.9% | +52.4% | -7.5% | +41.6% |
| YTD | +47.7% | +6.7% | +41.0% | +45.8% |
| 1Y | +69.1% | -15.2% | +84.3% | +66.8% |
| 3Y | +113.5% | +14.9% | +98.6% | +100.2% |
| 5Y | +122.8% | +20.8% | +102.0% | +120.8% |
| All | +135.4% | +19.6% | +115.8% | +133.2% |
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