+15.3%
BTDR vs CDW
-15.7%
+31.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.6% | -6.6% |
| 7D | -3.2% | -7.4% | +4.2% | -0.4% |
| 30D | +32.7% | +5.8% | +26.8% | +29.7% |
| 3M | -28.4% | +10.8% | -39.2% | -32.8% |
| 6M | +51.7% | +21.5% | +30.2% | +29.3% |
| YTD | +2.9% | +6.4% | -3.5% | -5.7% |
| 1Y | -15.5% | -14.8% | -0.7% | -11.7% |
| 3Y | 0.0% | -29.9% | +29.9% | +15.3% |
| 5Y | +16.5% | -22.9% | +39.3% | +30.1% |
| All | +15.3% | -15.7% | +31.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling