-0.2%
BTDR vs CF
+60.9%
-61.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.7% |
| 7D | +22.4% | -0.9% | +23.4% | +21.9% |
| 30D | +16.5% | +18.1% | -1.6% | +29.0% |
| 3M | -31.5% | +23.4% | -54.8% | -21.6% |
| 6M | +74.0% | +17.1% | +56.9% | +89.6% |
| YTD | +13.0% | +76.2% | -63.2% | +18.5% |
| 1Y | -0.2% | +62.3% | -62.5% | +7.0% |
| All | -0.2% | +60.9% | -61.2% | +7.0% |
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