-69.4%
BTDR vs CG
-14.1%
-55.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.5% | -10.2% | -8.3% |
| 7D | -17.6% | +9.4% | -27.0% | -22.4% |
| 30D | -40.3% | +8.7% | -49.0% | -43.6% |
| 3M | -42.6% | -15.0% | -27.6% | -36.4% |
| 6M | -46.3% | -13.2% | -33.1% | -40.9% |
| YTD | -41.7% | -26.2% | -15.6% | -27.4% |
| 1Y | -69.4% | -14.1% | -55.3% | -66.0% |
| All | -69.4% | -14.1% | -55.3% | -66.0% |
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