+23.8%
BTDR vs CDW
-9.9%
+33.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.3% |
| 7D | +20.0% | +3.2% | +16.8% | +18.7% |
| 30D | +11.9% | +9.3% | +2.7% | +8.0% |
| 3M | -36.9% | +9.8% | -46.7% | -40.1% |
| 6M | +56.5% | +23.3% | +33.2% | +34.1% |
| YTD | +10.4% | +13.7% | -3.2% | -1.2% |
| 1Y | +3.1% | -6.5% | +9.6% | +3.3% |
| 3Y | -2.6% | -25.2% | +22.6% | +9.6% |
| 5Y | +25.2% | -19.5% | +44.7% | +35.7% |
| All | +23.8% | -9.9% | +33.7% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling