+3.1%
BTDR vs CG
-24.3%
+27.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +5.1% |
| 7D | +20.0% | -4.3% | +24.3% | +23.6% |
| 30D | +11.9% | -5.1% | +17.0% | +15.3% |
| 3M | -36.9% | +8.7% | -45.6% | -41.2% |
| 6M | +56.5% | -9.2% | +65.7% | +66.8% |
| YTD | +10.4% | -18.9% | +29.3% | +29.3% |
| 1Y | +3.1% | -25.6% | +28.7% | +21.7% |
| All | +3.1% | -24.3% | +27.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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