-69.4%
BTDR vs CF
+35.9%
-105.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -8.2% |
| 7D | -17.6% | -6.9% | -10.7% | -20.7% |
| 30D | -40.3% | -3.7% | -36.5% | -41.2% |
| 3M | -42.6% | -5.0% | -37.7% | -43.2% |
| 6M | -46.3% | -10.5% | -35.8% | -47.0% |
| YTD | -41.7% | +46.5% | -88.3% | -50.7% |
| 1Y | -69.4% | +34.8% | -104.2% | -74.9% |
| All | -69.4% | +35.9% | -105.3% | -74.9% |
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