+220,352.3%
CSCO vs BTI
+5,996.6%
+214,355.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.8% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -10.1% | -6.6% | -3.5% | -8.9% |
| 3M | -15.7% | -3.0% | -12.7% | -15.6% |
| 6M | +36.3% | -6.7% | +42.9% | +37.5% |
| YTD | +43.8% | +0.6% | +43.3% | +42.5% |
| 1Y | +63.9% | +5.6% | +58.3% | +60.4% |
| 3Y | +104.4% | +110.3% | -6.0% | +68.8% |
| 5Y | +111.4% | +114.3% | -2.9% | +72.7% |
| 10Y | +361.7% | +67.7% | +294.0% | +288.8% |
| All | +220,352.3% | +5,996.6% | +214,355.6% | +88,316.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling