-38.7%
BTDR vs CG
-0.9%
-37.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.3% | -8.5% | -10.4% |
| 7D | +15.4% | -1.5% | +16.9% | +16.8% |
| 30D | -33.4% | +5.7% | -39.1% | -35.1% |
| 3M | -32.0% | -17.9% | -14.2% | -24.5% |
| 6M | -52.2% | -20.2% | -32.0% | -46.3% |
| YTD | -45.3% | -32.0% | -13.3% | -32.6% |
| 1Y | -56.0% | -27.0% | -29.0% | -47.6% |
| 3Y | +54.4% | +42.8% | +11.6% | +58.9% |
| 5Y | -38.5% | -23.4% | -15.1% | -37.3% |
| All | -38.7% | -0.9% | -37.8% | -35.8% |
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