-52.2%
BTDR vs CG
-18.7%
-33.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.3% | -8.5% | -10.5% |
| 7D | +15.4% | -1.5% | +16.9% | +16.8% |
| 30D | -33.4% | +5.7% | -39.1% | -33.5% |
| 3M | -32.0% | -17.9% | -14.2% | -25.8% |
| 6M | -52.2% | -20.2% | -32.0% | -48.0% |
| All | -52.2% | -18.7% | -33.5% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling