+15.3%
BTDR vs CFG
+102.6%
-87.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.7% |
| 7D | -3.2% | -1.7% | -1.5% | -2.3% |
| 30D | +32.7% | -4.6% | +37.3% | +35.8% |
| 3M | -28.4% | +7.9% | -36.3% | -31.5% |
| 6M | +51.7% | +19.9% | +31.8% | +37.6% |
| YTD | +2.9% | +21.7% | -18.8% | -7.4% |
| 1Y | -15.5% | +38.4% | -53.9% | -28.9% |
| 3Y | 0.0% | +187.0% | -187.0% | -30.3% |
| 5Y | +16.5% | +99.5% | -83.1% | -19.3% |
| All | +15.3% | +102.6% | -87.3% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling