+3.1%
BTDR vs CFG
+40.4%
-37.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +20.0% | +1.5% | +18.4% | +18.7% |
| 30D | +11.9% | -3.8% | +15.8% | +15.1% |
| 3M | -36.9% | +11.5% | -48.4% | -42.8% |
| 6M | +56.5% | +19.2% | +37.3% | +34.0% |
| YTD | +10.4% | +23.7% | -13.3% | -6.2% |
| 1Y | +3.1% | +38.8% | -35.8% | -17.1% |
| All | +3.1% | +40.4% | -37.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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