+69.1%
CSCO vs BTDR
-13.8%
+82.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.7% | +0.6% | +4.1% |
| 7D | +2.7% | -3.4% | +6.1% | +2.9% |
| 30D | -9.5% | +32.6% | -42.1% | -11.1% |
| 3M | -7.6% | -32.2% | +24.6% | -6.3% |
| 6M | +44.9% | +52.4% | -7.5% | +41.1% |
| YTD | +47.7% | +6.7% | +41.0% | +46.0% |
| 1Y | +69.1% | -15.2% | +84.3% | +70.3% |
| All | +69.1% | -13.8% | +82.9% | +70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling