+94.8%
CSCO vs BTI
+154.6%
-59.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -4.7% | -0.1% | -4.5% | -4.7% |
| 30D | -17.1% | +9.6% | -26.7% | -18.1% |
| 3M | -19.6% | +8.3% | -27.9% | -20.5% |
| 6M | +2.4% | +7.5% | -5.1% | +1.0% |
| YTD | +29.8% | +12.3% | +17.5% | +26.7% |
| 1Y | +38.7% | +16.2% | +22.5% | +34.4% |
| 3Y | +101.3% | +148.0% | -46.7% | +61.2% |
| 5Y | +94.8% | +153.2% | -58.4% | +40.0% |
| All | +94.8% | +154.6% | -59.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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