+19.6%
BTDR vs CHD
+15.4%
+4.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.8% |
| 7D | -3.4% | -4.5% | +1.1% | -4.3% |
| 30D | +32.6% | -6.7% | +39.3% | +30.8% |
| 3M | -32.2% | -2.7% | -29.5% | -32.4% |
| 6M | +52.4% | -4.9% | +57.3% | +51.5% |
| YTD | +6.7% | +13.3% | -6.7% | +8.6% |
| 1Y | -15.2% | +1.0% | -16.2% | -14.8% |
| 3Y | +14.9% | +1.3% | +13.6% | +15.6% |
| 5Y | +20.8% | +20.8% | 0.0% | +22.5% |
| All | +19.6% | +15.4% | +4.2% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling