-33.9%
BTDR vs CF
+180.1%
-214.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +7.1% | -0.9% | +8.0% | +7.3% |
| 30D | -31.4% | +6.9% | -38.3% | -30.9% |
| 3M | -39.2% | +4.8% | -44.1% | -38.9% |
| 6M | -50.9% | +4.7% | -55.6% | -50.7% |
| YTD | -41.0% | +56.5% | -97.5% | -44.3% |
| 1Y | -69.9% | +48.4% | -118.4% | -71.5% |
| 3Y | +87.3% | +59.1% | +28.1% | +75.0% |
| 5Y | -33.6% | +109.5% | -143.2% | -38.2% |
| All | -33.9% | +180.1% | -214.0% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling