+19.6%
BTDR vs CG
+6.6%
+13.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.7% |
| 7D | -3.4% | -9.9% | +6.5% | +2.2% |
| 30D | +32.6% | -11.7% | +44.3% | +41.2% |
| 3M | -32.2% | -4.3% | -28.0% | -31.1% |
| 6M | +52.4% | -8.8% | +61.1% | +59.5% |
| YTD | +6.7% | -26.9% | +33.5% | +26.0% |
| 1Y | -15.2% | -35.4% | +20.2% | +6.3% |
| 3Y | +14.9% | +43.0% | -28.2% | +13.9% |
| 5Y | +20.8% | +1.9% | +18.9% | +20.1% |
| All | +19.6% | +6.6% | +13.0% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling