+3.1%
BTDR vs CF
+62.4%
-59.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.2% | +2.2% |
| 7D | +20.0% | +6.0% | +14.0% | +23.9% |
| 30D | +11.9% | +14.8% | -2.9% | +22.1% |
| 3M | -36.9% | +14.1% | -51.0% | -30.3% |
| 6M | +56.5% | +28.5% | +28.0% | +68.9% |
| YTD | +10.4% | +74.9% | -64.5% | +15.4% |
| 1Y | +3.1% | +61.7% | -58.6% | +11.3% |
| All | +3.1% | +62.4% | -59.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling