+123.3%
CSCO vs BTSG
+421.3%
-298.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.5% |
| 7D | -0.5% | +5.7% | -6.3% | -1.4% |
| 30D | -10.1% | +0.2% | -10.3% | -10.2% |
| 3M | -11.7% | +5.6% | -17.4% | -13.2% |
| 6M | +40.1% | +50.8% | -10.7% | +29.1% |
| YTD | +43.8% | +67.0% | -23.3% | +30.4% |
| 1Y | +66.6% | +145.5% | -78.9% | +41.8% |
| All | +123.3% | +421.3% | -298.1% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling