-29.7%
BTDR vs CFG
+91.7%
-121.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.2% |
| 7D | +7.7% | -0.8% | +8.4% | +8.6% |
| 30D | -24.1% | +3.1% | -27.2% | -25.1% |
| 3M | -19.1% | -9.7% | -9.4% | -14.5% |
| 6M | -46.6% | +6.7% | -53.3% | -48.7% |
| YTD | -37.3% | +15.2% | -52.5% | -41.7% |
| 1Y | -53.2% | +28.8% | -82.0% | -59.0% |
| 3Y | +77.1% | +190.1% | -113.0% | +26.9% |
| 5Y | -29.7% | +63.4% | -93.1% | -49.7% |
| All | -29.7% | +91.7% | -121.4% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling