+359.9%
CSCO vs BTG
+158.3%
+201.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.7% |
| 7D | -1.1% | -5.5% | +4.4% | -0.8% |
| 30D | -10.8% | +6.1% | -16.9% | -11.1% |
| 3M | -9.2% | +38.6% | -47.9% | -10.8% |
| 6M | +39.5% | +0.7% | +38.9% | +38.9% |
| YTD | +41.5% | +20.3% | +21.2% | +39.8% |
| 1Y | +61.0% | +25.0% | +35.9% | +58.4% |
| 3Y | +105.2% | +97.3% | +7.9% | +97.1% |
| 5Y | +113.4% | +78.3% | +35.1% | +104.9% |
| All | +359.9% | +158.3% | +201.6% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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