+24.7%
BTDR vs CG
+5.5%
+19.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -0.5% |
| 7D | +14.8% | -6.4% | +21.2% | +19.0% |
| 30D | +41.8% | -7.1% | +48.9% | +46.9% |
| 3M | -29.2% | -1.6% | -27.6% | -29.0% |
| 6M | +66.2% | -8.3% | +74.5% | +73.4% |
| YTD | +10.0% | -23.8% | +33.8% | +27.3% |
| 1Y | -11.0% | -28.7% | +17.8% | +6.3% |
| 3Y | +6.9% | +49.2% | -42.2% | +3.3% |
| 5Y | +24.7% | +5.5% | +19.2% | +20.0% |
| All | +24.7% | +5.5% | +19.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling