+198,812.7%
CSCO vs BTI
+6,706.0%
+192,106.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -4.7% | -0.1% | -4.5% | -4.7% |
| 30D | -17.1% | +9.6% | -26.7% | -18.9% |
| 3M | -19.6% | +8.3% | -27.9% | -21.3% |
| 6M | +2.4% | +7.5% | -5.1% | 0.0% |
| YTD | +29.8% | +12.3% | +17.5% | +25.2% |
| 1Y | +38.7% | +16.2% | +22.5% | +32.6% |
| 3Y | +101.3% | +148.0% | -46.7% | +60.0% |
| 5Y | +94.8% | +153.2% | -58.4% | +53.0% |
| 10Y | +324.2% | +128.2% | +196.0% | +234.1% |
| All | +198,812.7% | +6,706.0% | +192,106.7% | +77,554.1% |
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