+48.5%
BTDR vs CF
+68.9%
-20.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.1% | -8.8% | -8.6% |
| 7D | -6.9% | +4.8% | -11.7% | -5.9% |
| 30D | -31.5% | +4.7% | -36.3% | -30.3% |
| 3M | -36.1% | +7.4% | -43.5% | -34.7% |
| 6M | -57.6% | +0.6% | -58.2% | -56.6% |
| YTD | -50.0% | +64.1% | -114.2% | -55.3% |
| 1Y | -49.6% | +51.4% | -101.0% | -54.1% |
| 3Y | +48.5% | +67.8% | -19.3% | +26.2% |
| All | +48.5% | +68.9% | -20.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling