+86.5%
BTDR vs CDW
-14.3%
+100.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.2% | +7.5% | +8.6% |
| 7D | +7.7% | +2.6% | +5.1% | +7.0% |
| 30D | -24.1% | +20.4% | -44.5% | -30.3% |
| 3M | -19.1% | +28.5% | -47.6% | -28.6% |
| 6M | -46.6% | +70.6% | -117.2% | -61.8% |
| YTD | -37.3% | +29.1% | -66.4% | -49.8% |
| 1Y | -53.2% | +23.8% | -77.0% | -61.1% |
| All | +86.5% | -14.3% | +100.8% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling