+18.4%
BTDR vs CAPR
+36.9%
-18.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +2.0% | -2.6% |
| 7D | +14.8% | -12.6% | +27.4% | +15.1% |
| 30D | +41.8% | +124.4% | -82.6% | +38.7% |
| 3M | -29.2% | -66.8% | +37.6% | -28.4% |
| 6M | +66.2% | -71.8% | +138.0% | +68.6% |
| YTD | +10.0% | -70.1% | +80.1% | +11.2% |
| 1Y | -11.0% | +33.3% | -44.3% | -18.7% |
| All | +18.4% | +36.9% | -18.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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