+28.1%
BTDR vs CFG
+100.9%
-72.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +3.0% |
| 7D | +22.4% | +2.7% | +19.7% | +20.7% |
| 30D | +16.5% | -3.7% | +20.1% | +18.6% |
| 3M | -31.5% | +9.5% | -40.9% | -35.1% |
| 6M | +74.0% | +22.2% | +51.8% | +56.0% |
| YTD | +13.0% | +22.3% | -9.3% | +1.3% |
| 1Y | -0.2% | +39.4% | -39.7% | -16.6% |
| 3Y | +9.9% | +188.5% | -178.6% | -24.1% |
| 5Y | +28.1% | +101.5% | -73.4% | -12.3% |
| All | +28.1% | +100.9% | -72.8% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling