-35.6%
BTDR vs CAPR
+151.3%
-186.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.9% | +6.9% | -2.8% |
| 7D | -7.4% | +7.6% | -15.0% | -7.5% |
| 30D | -33.4% | +13.3% | -46.7% | -33.6% |
| 3M | -26.3% | +130.4% | -156.7% | -27.9% |
| 6M | -52.4% | -70.8% | +18.4% | -51.9% |
| YTD | -42.8% | -69.3% | +26.4% | -42.3% |
| 1Y | -63.7% | +59.5% | -123.2% | -66.8% |
| 3Y | +61.5% | +216.8% | -155.3% | +31.5% |
| 5Y | -35.6% | +152.7% | -188.3% | -47.6% |
| All | -35.6% | +151.3% | -186.9% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling