+23.8%
BTDR vs CG
+18.2%
+5.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.6% | +4.8% |
| 7D | +20.0% | -4.3% | +24.3% | +22.9% |
| 30D | +11.9% | -5.1% | +17.0% | +14.6% |
| 3M | -36.9% | +8.7% | -45.6% | -40.1% |
| 6M | +56.5% | -9.2% | +65.7% | +64.2% |
| YTD | +10.4% | -18.9% | +29.3% | +23.3% |
| 1Y | +3.1% | -25.6% | +28.7% | +19.8% |
| 3Y | -2.6% | +57.3% | -59.9% | -8.7% |
| 5Y | +25.2% | +10.2% | +15.0% | +17.1% |
| All | +23.8% | +18.2% | +5.6% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling