+595.7%
CSCO vs BTG
+392.0%
+203.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -10.1% | +36.8% | -47.0% | -11.3% |
| 3M | -15.7% | +23.1% | -38.8% | -16.5% |
| 6M | +36.3% | +3.5% | +32.8% | +35.6% |
| YTD | +43.8% | +25.5% | +18.3% | +42.1% |
| 1Y | +63.9% | +40.1% | +23.8% | +61.1% |
| 3Y | +104.4% | +101.1% | +3.2% | +97.1% |
| 5Y | +111.4% | +70.6% | +40.8% | +104.0% |
| 10Y | +361.7% | +152.1% | +209.5% | +334.0% |
| All | +595.7% | +392.0% | +203.7% | +536.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling