-52.2%
BTDR vs CDW
+68.9%
-121.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.2% | -12.6% | -12.8% |
| 7D | +15.4% | +9.1% | +6.4% | +13.4% |
| 30D | -33.4% | +13.7% | -47.1% | -34.2% |
| 3M | -32.0% | +27.0% | -59.1% | -33.7% |
| 6M | -52.2% | +75.9% | -128.1% | -60.7% |
| All | -52.2% | +68.9% | -121.1% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling