+96.4%
CSCO vs BTSG
+493.4%
-397.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | +1.9% | +6.0% | -4.1% | +1.0% |
| 30D | -15.8% | +12.4% | -28.2% | -17.4% |
| 3M | -15.4% | +18.2% | -33.6% | -17.7% |
| 6M | -5.4% | +26.0% | -31.4% | -9.8% |
| YTD | +26.5% | +90.1% | -63.7% | +12.3% |
| 1Y | +25.9% | +124.3% | -98.4% | +9.0% |
| All | +96.4% | +493.4% | -397.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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