+48.5%
BTDR vs CFG
+191.5%
-143.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.3% | -9.3% |
| 7D | -6.9% | +3.2% | -10.1% | -9.8% |
| 30D | -31.5% | +5.1% | -36.7% | -34.9% |
| 3M | -36.1% | -11.2% | -24.8% | -27.1% |
| 6M | -57.6% | +9.6% | -67.2% | -62.8% |
| YTD | -50.0% | +15.0% | -65.0% | -58.4% |
| 1Y | -49.6% | +29.9% | -79.5% | -64.2% |
| 3Y | +48.5% | +192.1% | -143.5% | -71.7% |
| All | +48.5% | +191.5% | -143.0% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling