+23.8%
BTDR vs CFG
+105.9%
-82.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +20.0% | +1.5% | +18.4% | +19.1% |
| 30D | +11.9% | -3.8% | +15.8% | +14.2% |
| 3M | -36.9% | +11.5% | -48.4% | -40.8% |
| 6M | +56.5% | +19.2% | +37.3% | +42.4% |
| YTD | +10.4% | +23.7% | -13.3% | -1.4% |
| 1Y | +3.1% | +38.8% | -35.8% | -13.5% |
| 3Y | -2.6% | +178.9% | -181.5% | -32.8% |
| 5Y | +25.2% | +101.8% | -76.6% | -14.0% |
| All | +23.8% | +105.9% | -82.1% | -14.8% |
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 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