-69.4%
BTDR vs CLBK
+65.7%
-135.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.0% |
| 7D | -17.6% | +4.6% | -22.1% | -19.5% |
| 30D | -40.3% | -1.5% | -38.8% | -39.8% |
| 3M | -42.6% | +4.4% | -47.0% | -43.8% |
| 6M | -46.3% | +31.7% | -78.0% | -53.9% |
| YTD | -41.7% | +58.7% | -100.5% | -54.4% |
| 1Y | -69.4% | +64.9% | -134.3% | -78.7% |
| All | -69.4% | +65.7% | -135.1% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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