-57.3%
BTDR vs CFG
+27.4%
-84.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -7.4% | +0.7% | -8.1% | -7.4% |
| 30D | -33.4% | +2.8% | -36.2% | -34.4% |
| 3M | -26.3% | -10.1% | -16.2% | -20.3% |
| 6M | -52.4% | +3.2% | -55.6% | -54.5% |
| YTD | -42.8% | +14.2% | -57.0% | -48.1% |
| All | -57.3% | +27.4% | -84.7% | -63.8% |
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