+26.7%
BTDR vs CHD
+18.3%
+8.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.4% | +1.9% |
| 7D | +22.4% | -2.9% | +25.3% | +21.7% |
| 30D | +16.5% | -6.2% | +22.7% | +15.1% |
| 3M | -31.5% | +1.6% | -33.0% | -31.1% |
| 6M | +74.0% | -3.5% | +77.6% | +73.8% |
| YTD | +13.0% | +16.2% | -3.2% | +15.7% |
| 1Y | -0.2% | +3.4% | -3.6% | +0.8% |
| 3Y | +9.9% | +4.6% | +5.3% | +11.1% |
| 5Y | +28.1% | +21.1% | +7.0% | +30.3% |
| All | +26.7% | +18.3% | +8.4% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling