-35.9%
BTDR vs CFG
+90.1%
-126.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -7.4% | +0.7% | -8.1% | -7.4% |
| 30D | -33.4% | +2.8% | -36.2% | -34.2% |
| 3M | -26.3% | -10.1% | -16.2% | -22.0% |
| 6M | -52.4% | +3.2% | -55.6% | -53.5% |
| YTD | -42.8% | +14.2% | -57.0% | -46.6% |
| 1Y | -63.7% | +27.4% | -91.1% | -68.0% |
| 3Y | +61.5% | +187.6% | -126.1% | +16.2% |
| 5Y | -35.6% | +65.7% | -101.3% | -53.7% |
| All | -35.9% | +90.1% | -126.0% | -53.9% |
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