+16.5%
BTDR vs CHD
+19.7%
-3.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.2% | -6.8% |
| 7D | -3.2% | -4.7% | +1.5% | -4.2% |
| 30D | +32.7% | -8.3% | +41.0% | +30.5% |
| 3M | -28.4% | -4.0% | -24.3% | -28.7% |
| 6M | +51.7% | -6.5% | +58.2% | +50.5% |
| YTD | +2.9% | +13.1% | -10.2% | +4.7% |
| 1Y | -15.5% | +2.3% | -17.8% | -15.0% |
| 3Y | 0.0% | +1.8% | -1.8% | +0.5% |
| 5Y | +16.5% | +20.6% | -4.1% | +17.7% |
| All | +16.5% | +19.7% | -3.2% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling