-15.2%
BTDR vs CAI
-26.7%
+11.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | -3.4% | -2.9% | -0.5% | -2.3% |
| 30D | +32.6% | +9.3% | +23.3% | +28.9% |
| 3M | -32.2% | +35.2% | -67.5% | -40.1% |
| 6M | +52.4% | +30.7% | +21.6% | +32.7% |
| YTD | +6.7% | -9.8% | +16.5% | +4.8% |
| 1Y | -15.2% | -28.9% | +13.6% | -4.5% |
| All | -15.2% | -26.7% | +11.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling