+9.9%
BTDR vs CDW
-29.2%
+39.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.2% | +7.5% | +4.9% |
| 7D | +22.4% | -3.9% | +26.3% | +24.7% |
| 30D | +16.5% | +6.9% | +9.6% | +12.4% |
| 3M | -31.5% | +7.7% | -39.2% | -36.0% |
| 6M | +74.0% | +18.3% | +55.7% | +40.5% |
| YTD | +13.0% | +7.8% | +5.3% | -1.3% |
| 1Y | -0.2% | -12.2% | +11.9% | +6.8% |
| 3Y | +9.9% | -28.9% | +38.8% | +16.6% |
| All | +9.9% | -29.2% | +39.1% | +16.6% |
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