+108.5%
CSCO vs BTDR
+8.5%
+100.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.1% |
| 7D | -0.5% | +22.4% | -22.9% | -1.4% |
| 30D | -10.1% | +16.5% | -26.5% | -10.9% |
| 3M | -11.7% | -31.5% | +19.7% | -10.9% |
| 6M | +40.1% | +74.0% | -33.9% | +35.8% |
| YTD | +43.8% | +13.0% | +30.8% | +41.3% |
| 1Y | +66.6% | -0.2% | +66.8% | +63.0% |
| 3Y | +108.5% | +9.9% | +98.6% | +87.9% |
| All | +108.5% | +8.5% | +100.0% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling