+115.0%
CSCO vs BTDR
-38.7%
+153.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.8% | +14.0% | +1.8% |
| 7D | +6.6% | +15.4% | -8.9% | +5.8% |
| 30D | -11.3% | -33.4% | +22.1% | -10.1% |
| 3M | -17.3% | -32.0% | +14.7% | -16.4% |
| 6M | +3.5% | -52.2% | +55.7% | +5.6% |
| YTD | +34.9% | -45.3% | +80.2% | +36.3% |
| 1Y | +40.5% | -56.0% | +96.5% | +42.6% |
| 3Y | +109.3% | +54.4% | +54.8% | +98.9% |
| 5Y | +105.9% | -38.5% | +144.4% | +108.6% |
| All | +115.0% | -38.7% | +153.7% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling