-69.4%
BTDR vs CHD
+30.9%
-100.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.6% | -8.3% | -4.1% |
| 7D | -17.6% | +6.9% | -24.5% | -14.2% |
| 30D | -40.3% | +17.1% | -57.4% | -35.2% |
| 3M | -42.6% | +9.1% | -51.7% | -39.1% |
| 6M | -46.3% | +21.4% | -67.7% | -42.9% |
| YTD | -41.7% | +34.9% | -76.6% | -45.6% |
| 1Y | -69.4% | +31.0% | -100.4% | -69.8% |
| All | -69.4% | +30.9% | -100.3% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling