+114.8%
CSCO vs BTDR
+24.7%
+90.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.3% |
| 7D | 0.0% | +14.8% | -14.8% | -0.6% |
| 30D | -10.7% | +41.8% | -52.5% | -12.0% |
| 3M | -8.7% | -29.2% | +20.4% | -8.1% |
| 6M | +44.9% | +66.2% | -21.3% | +41.2% |
| YTD | +44.1% | +10.0% | +34.1% | +42.1% |
| 1Y | +65.9% | -11.0% | +76.8% | +63.4% |
| 3Y | +109.0% | +6.9% | +102.1% | +96.0% |
| 5Y | +114.8% | +24.7% | +90.1% | +116.1% |
| All | +114.8% | +24.7% | +90.1% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling