+4.5%
BTDR vs CAI
-11.0%
+15.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.6% |
| 7D | +14.8% | -3.1% | +17.9% | +16.1% |
| 30D | +41.8% | +2.7% | +39.1% | +40.9% |
| 3M | -29.2% | +41.7% | -70.9% | -37.7% |
| 6M | +66.2% | +26.5% | +39.7% | +48.7% |
| YTD | +10.0% | -10.9% | +20.9% | +7.8% |
| 1Y | -11.0% | -29.2% | +18.2% | -8.9% |
| All | +4.5% | -11.0% | +15.5% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling